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- 28 Feb 22 Calvert VP Volatility Managed Moderate Growth Portfolio (Dec 2021 report)
- 28 Feb 22 Calvert VP Volatility Managed Moderate Portfolio (Dec 2021 report)
- 24 Nov 21 Calvert VP Russell 2000 Small Cap Index Portfolio (Sep 2021 report)
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Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments (Unaudited)
Common Stocks — 99.3% |
Security | Shares | Value | |
Australia — 6.6% | |||
Afterpay, Ltd.(1) | 1,693 | $ 147,079 | |
AGL Energy, Ltd.(2) | 5,138 | 21,218 | |
Ampol, Ltd. | 1,867 | 37,261 | |
APA Group(2) | 9,428 | 58,725 | |
Aristocrat Leisure, Ltd. | 4,401 | 146,362 | |
ASX, Ltd. | 1,431 | 82,620 | |
Aurizon Holdings, Ltd. | 13,234 | 35,830 | |
AusNet Services, Ltd. | 15,503 | 28,061 | |
Australia & New Zealand Banking Group, Ltd. | 21,979 | 441,394 | |
BHP Group, Ltd.(2) | 23,194 | 619,462 | |
BlueScope Steel, Ltd. | 3,687 | 53,423 | |
Brambles, Ltd. | 11,380 | 87,506 | |
Cochlear, Ltd.(2) | 497 | 77,762 | |
Coles Group, Ltd. | 10,242 | 124,409 | |
Commonwealth Bank of Australia | 13,823 | 1,025,809 | |
Computershare, Ltd. | 4,516 | 58,397 | |
Crown Resorts, Ltd.(1)(2) | 2,437 | 16,682 | |
CSL, Ltd. | 3,549 | 741,497 | |
Dexus | 9,023 | 69,446 | |
Domino's Pizza Enterprises, Ltd. | 498 | 56,960 | |
Endeavour Group, Ltd. | 9,763 | 48,855 | |
Evolution Mining, Ltd. | 13,620 | 34,438 | |
Fortescue Metals Group, Ltd. | 13,023 | 138,721 | |
Goodman Group | 12,738 | 196,000 | |
GPT Group (The) | 14,328 | 51,608 | |
Insurance Australia Group, Ltd. | 18,559 | 64,813 | |
Lendlease Corp., Ltd.(2) | 5,044 | 38,781 | |
Macquarie Group, Ltd. | 2,618 | 338,236 | |
Magellan Financial Group, Ltd. | 1,187 | 29,795 | |
Medibank Pvt, Ltd. | 21,199 | 54,126 | |
Mirvac Group | 32,152 | 68,203 | |
National Australia Bank, Ltd. | 25,314 | 499,218 | |
Newcrest Mining, Ltd. | 6,199 | 102,765 | |
Northern Star Resources, Ltd. | 9,013 | 55,201 | |
Oil Search, Ltd. | 14,805 | 46,073 | |
Orica, Ltd.(2) | 3,401 | 33,219 | |
Origin Energy, Ltd. | 14,411 | 48,349 | |
Qantas Airways, Ltd.(1) | 7,283 | 29,372 | |
QBE Insurance Group, Ltd. | 11,557 | 95,209 | |
Ramsay Health Care, Ltd. | 1,442 | 71,461 | |
REA Group, Ltd. | 374 | 42,124 | |
Reece, Ltd.(2) | 2,401 | 32,381 | |
Rio Tinto, Ltd. | 2,874 | 204,603 | |
Santos, Ltd. | 15,361 | 78,679 | |
Scentre Group | 42,781 | 91,053 |
Security | Shares | Value | |
Australia (continued) | |||
Seek, Ltd. | 2,474 | $ 54,386 | |
Sonic Healthcare, Ltd. | 3,614 | 104,442 | |
South32, Ltd. | 39,130 | 97,102 | |
Stockland | 19,317 | 61,257 | |
Suncorp Group, Ltd. | 10,030 | 89,187 | |
Sydney Airport(1)(2) | 10,017 | 58,828 | |
Tabcorp Holdings, Ltd. | 15,814 | 54,947 | |
Telstra Corp., Ltd. | 33,270 | 93,226 | |
Transurban Group | 21,018 | 211,829 | |
Treasury Wine Estates, Ltd. | 5,227 | 46,092 | |
Vicinity Centres(2) | 26,887 | 31,787 | |
Washington H. Soul Pattinson & Co., Ltd.(2) | 1,836 | 51,024 | |
Wesfarmers, Ltd. | 8,792 | 349,688 | |
Westpac Banking Corp. | 28,515 | 527,342 | |
WiseTech Global, Ltd. | 995 | 37,734 | |
Woodside Petroleum, Ltd.(2) | 7,630 | 130,468 | |
Woolworths Group, Ltd. | 9,763 | 274,226 | |
$8,696,751 | |||
Austria — 0.2% | |||
Erste Group Bank AG | 2,078 | $91,243 | |
OMV AG | 1,058 | 63,708 | |
Raiffeisen Bank International AG | 1,194 | 31,228 | |
Verbund AG | 502 | 50,770 | |
Voestalpine AG | 996 | 36,791 | |
$273,740 | |||
Belgium — 0.8% | |||
Ageas S.A./NV | 1,428 | $70,715 | |
Anheuser-Busch InBev S.A./NV | 5,942 | 337,015 | |
Elia Group S.A./NV | 260 | 31,070 | |
Etablissements Franz Colruyt NV | 493 | 25,149 | |
Groupe Bruxelles Lambert S.A. | 917 | 100,866 | |
KBC Group NV | 1,859 | 167,690 | |
Proximus S.A. | 1,301 | 25,818 | |
Sofina S.A. | 130 | 51,654 | |
Solvay S.A. | 606 | 75,173 | |
UCB S.A. | 1,003 | 112,313 | |
Umicore S.A. | 1,462 | 86,491 | |
$1,083,954 | |||
Denmark — 2.6% | |||
Ambu A/S, Class B | 1,373 | $40,671 | |
AP Moller - Maersk A/S, Class A | 28 | 72,157 | |
AP Moller - Maersk A/S, Class B | 45 | 121,819 | |
Carlsberg A/S, Class B | 793 | 129,373 | |
Chr. Hansen Holding A/S | 842 | 68,650 |
1
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Denmark (continued) | |||
Coloplast A/S, Class B | 880 | $ 137,599 | |
Danske Bank A/S | 5,328 | 89,756 | |
Demant A/S(1) | 798 | 40,212 | |
DSV A/S | 1,585 | 379,392 | |
Genmab A/S(1) | 504 | 220,209 | |
GN Store Nord A/S | 974 | 67,365 | |
Novo Nordisk A/S, Class B | 13,053 | 1,258,172 | |
Novozymes A/S, Class B | 1,592 | 109,134 | |
Orsted A/S(3) | 1,476 | 194,558 | |
Pandora A/S | 798 | 96,877 | |
ROCKWOOL International A/S, Class B | 61 | 26,052 | |
Tryg A/S | 2,723 | 61,727 | |
Vestas Wind Systems A/S | 7,954 | 319,099 | |
$3,432,822 | |||
Finland — 1.3% | |||
Elisa Oyj | 1,026 | $63,697 | |
Fortum Oyj | 3,297 | 100,117 | |
Kesko Oyj, Class B | 2,174 | 74,989 | |
Kone Oyj, Class B | 2,644 | 185,737 | |
Neste Oyj | 3,281 | 185,089 | |
Nokia Oyj(1) | 40,972 | 225,973 | |
Nordea Bank Abp(2) | 24,852 | 320,250 | |
Orion Oyj, Class B(2) | 819 | 32,425 | |
Sampo Oyj, Class A | 3,912 | 193,412 | |
Stora Enso Oyj, Class R | 4,366 | 72,722 | |
UPM-Kymmene Oyj | 4,106 | 145,328 | |
Wartsila Oyj Abp(2) | 3,830 | 45,613 | |
$1,645,352 | |||
France — 10.5% | |||
Accor S.A.(1) | 1,179 | $42,040 | |
Aeroports de Paris(1)(2) | 234 | 29,802 | |
Air Liquide S.A. | 3,655 | 585,385 | |
Alstom S.A. | 2,516 | 95,439 | |
Amundi S.A.(3) | 448 | 37,680 | |
ArcelorMittal S.A. | 5,460 | 167,145 | |
Arkema S.A. | 475 | 62,637 | |
Atos SE | 785 | 41,701 | |
AXA S.A. | 14,963 | 414,673 | |
BioMerieux | 321 | 36,526 | |
BNP Paribas S.A. | 8,728 | 558,423 | |
Bollore S.A. | 6,375 | 36,814 | |
Bouygues S.A. | 1,786 | 73,882 | |
Bureau Veritas S.A. | 2,318 | 71,536 | |
Capgemini SE | 1,239 | 256,940 | |
Carrefour S.A. | 4,895 | 87,725 |
Security | Shares | Value | |
France (continued) | |||
Cie de Saint-Gobain | 3,853 | $ 259,295 | |
Cie Generale des Etablissements Michelin SCA | 1,289 | 197,656 | |
CNP Assurances | 1,220 | 19,255 | |
Covivio | 345 | 28,993 | |
Credit Agricole S.A. | 9,189 | 126,307 | |
Danone S.A. | 5,082 | 346,480 | |
Dassault Aviation S.A. | 170 | 19,110 | |
Dassault Systemes SE | 5,065 | 266,548 | |
Edenred | 1,978 | 106,481 | |
Eiffage S.A. | 616 | 62,257 | |
Electricite de France S.A. | 3,598 | 45,213 | |
Engie S.A. | 14,078 | 184,185 | |
EssilorLuxottica S.A. | 2,183 | 417,156 | |
Eurazeo SE | 286 | 26,799 | |
Eurofins Scientific SE | 1,075 | 137,736 | |
Faurecia SE | 1,001 | 47,095 | |
Gecina S.A. | 366 | 49,240 | |
Getlink SE(2) | 3,525 | 55,066 | |
Hermes International | 244 | 336,655 | |
Ipsen S.A. | 305 | 29,063 | |
Kering S.A. | 576 | 409,110 | |
Klepierre S.A. | 1,482 | 33,143 | |
La Francaise des Jeux SAEM(3) | 723 | 37,175 | |
Legrand S.A. | 2,068 | 221,585 | |
L'Oreal S.A. | 1,964 | 812,711 | |
LVMH Moet Hennessy Louis Vuitton SE | 2,167 | 1,552,143 | |
Orange S.A. | 15,668 | 169,447 | |
Orpea S.A. | 435 | 50,578 | |
Pernod-Ricard S.A. | 1,643 | 362,221 | |
Publicis Groupe S.A. | 1,677 | 112,657 | |
Remy Cointreau S.A. | 149 | 28,848 | |
Renault S.A.(1) | 1,531 | 54,315 | |
Safran S.A. | 2,662 | 336,691 | |
Sanofi | 8,849 | 851,840 | |
Sartorius Stedim Biotech | 208 | 116,231 | |
Schneider Electric SE | 4,179 | 696,029 | |
SCOR SE | 1,124 | 32,367 | |
SEB S.A. | 192 | 27,012 | |
Societe Generale S.A. | 6,476 | 202,795 | |
Sodexo S.A.(1) | 722 | 63,100 | |
Suez S.A. | 2,884 | 65,731 | |
Teleperformance | 446 | 175,427 | |
Thales S.A. | 840 | 81,443 | |
TotalEnergies SE | 19,511 | 932,586 | |
Ubisoft Entertainment S.A.(1) | 727 | 43,534 | |
Unibail-Rodamco-Westfield(1) | 1,030 | 75,809 | |
Valeo | 1,737 | 48,476 |
2
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
France (continued) | |||
Veolia Environnement S.A. | 5,227 | $ 159,715 | |
Vinci S.A. | 4,142 | 430,804 | |
Vivendi SE | 5,507 | 69,333 | |
Wendel SE | 198 | 27,358 | |
Worldline S.A.(1)(3) | 1,671 | 127,374 | |
$ 13,766,526 | |||
Germany — 9.0% | |||
adidas AG | 1,475 | $ 463,528 | |
Allianz SE | 3,177 | 711,793 | |
Aroundtown S.A. | 8,106 | 55,841 | |
BASF SE | 7,119 | 539,693 | |
Bayer AG | 7,535 | 408,966 | |
Bayerische Motoren Werke AG | 2,554 | 242,576 | |
Bayerische Motoren Werke AG, PFC Shares | 568 | 43,086 | |
Bechtle AG | 660 | 45,141 | |
Beiersdorf AG | 754 | 81,357 | |
Brenntag SE | 1,248 | 115,932 | |
Carl Zeiss Meditec AG | 333 | 63,787 | |
Commerzbank AG(1) | 8,316 | 55,083 | |
Continental AG(1) | 892 | 96,834 | |
Covestro AG(3) | 1,407 | 95,888 | |
Daimler AG | 6,697 | 590,888 | |
Delivery Hero SE(1)(3) | 1,234 | 157,403 | |
Deutsche Bank AG(1) | 16,163 | 205,395 | |
Deutsche Boerse AG | 1,467 | 238,045 | |
Deutsche Lufthansa AG(1)(2) | 5,186 | 35,383 | |
Deutsche Post AG | 7,615 | 477,535 | |
Deutsche Telekom AG | 26,054 | 522,492 | |
Deutsche Wohnen SE(1) | 2,593 | 158,891 | |
E.ON SE | 17,390 | 212,257 | |
Evonik Industries AG | 1,690 | 52,994 | |
Fresenius Medical Care AG & Co. KGaA | 1,614 | 113,213 | |
Fresenius SE & Co. KGaA | 3,202 | 153,264 | |
Fuchs Petrolub SE, PFC Shares | 612 | 28,603 | |
GEA Group AG | 1,175 | 53,661 | |
Hannover Rueck SE | 489 | 85,155 | |
HeidelbergCement AG | 1,195 | 89,151 | |
HelloFresh SE(1) | 1,318 | 121,476 | |
Henkel AG & Co. KGaA | 829 | 71,315 | |
Henkel AG & Co. KGaA, PFC Shares | 1,483 | 137,190 | |
Infineon Technologies AG | 10,098 | 412,990 | |
KION Group AG | 600 | 55,787 | |
Knorr-Bremse AG | 597 | 63,874 | |
Lanxess AG | 652 | 44,065 | |
LEG Immobilien SE | 523 | 73,876 | |
Merck KGaA | 995 | 215,358 |
Security | Shares | Value | |
Germany (continued) | |||
MTU Aero Engines AG | 398 | $ 89,479 | |
Muenchener Rueckversicherungs-Gesellschaft AG | 1,083 | 295,517 | |
Nemetschek SE | 486 | 50,763 | |
Porsche Automobil Holding SE, PFC Shares | 1,133 | 112,043 | |
Puma SE | 797 | 88,599 | |
Rational AG | 41 | 38,514 | |
RWE AG | 4,927 | 173,767 | |
SAP SE | 8,160 | 1,103,470 | |
Sartorius AG, PFC Shares | 203 | 129,232 | |
Scout24 AG(3) | 615 | 42,596 | |
Siemens AG | 5,980 | 978,035 | |
Siemens Energy AG(1) | 3,088 | 82,602 | |
Siemens Healthineers AG(3) | 2,224 | 144,238 | |
Symrise AG | 968 | 126,877 | |
TeamViewer AG(1)(3) | 1,345 | 39,349 | |
Telefonica Deutschland Holding AG(3) | 7,582 | 21,546 | |
Uniper SE | 708 | 29,474 | |
United Internet AG | 763 | 29,515 | |
Vitesco Technologies Group AG(1) | 179 | 10,539 | |
Volkswagen AG | 266 | 82,035 | |
Volkswagen AG, PFC Shares | 1,446 | 322,317 | |
Vonovia SE | 4,262 | 255,779 | |
Zalando SE(1)(3) | 1,718 | 156,684 | |
$11,792,736 | |||
Hong Kong — 2.9% | |||
AIA Group, Ltd. | 94,566 | $1,087,925 | |
BOC Hong Kong Holdings, Ltd. | 29,956 | 90,270 | |
Budweiser Brewing Co. APAC, Ltd.(3) | 12,300 | 31,242 | |
Chow Tai Fook Jewellery Group, Ltd. | 16,800 | 31,950 | |
CK Asset Holdings, Ltd. | 14,709 | 84,868 | |
CK Hutchison Holdings, Ltd. | 21,347 | 142,409 | |
CK Infrastructure Holdings, Ltd. | 4,104 | 22,891 | |
CLP Holdings, Ltd. | 13,122 | 126,344 | |
ESR Cayman, Ltd.(1)(3) | 13,600 | 41,046 | |
Futu Holdings, Ltd.(1)(2) | 406 | 36,954 | |
Galaxy Entertainment Group, Ltd.(1) | 16,913 | 86,781 | |
Hang Lung Properties, Ltd. | 14,000 | 31,907 | |
Hang Seng Bank, Ltd. | 6,140 | 105,171 | |
Henderson Land Development Co., Ltd. | 11,806 | 45,080 | |
HK Electric Investments & HK Electric Investments, Ltd. | 20,027 | 19,872 | |
HKT Trust & HKT, Ltd. | 33,020 | 45,149 | |
Hong Kong & China Gas Co., Ltd. | 83,675 | 126,424 | |
Hong Kong Exchanges & Clearing, Ltd. | 9,406 | 578,003 | |
Hongkong Land Holdings, Ltd. | 9,294 | 44,394 | |
Jardine Matheson Holdings, Ltd. | 1,619 | 85,577 | |
Link REIT | 15,789 | 135,207 |
3
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Hong Kong (continued) | |||
Melco Resorts & Entertainment Ltd. ADR(1) | 1,471 | $ 15,063 | |
MTR Corp., Ltd. | 12,481 | 67,172 | |
New World Development Co., Ltd. | 12,107 | 49,242 | |
Power Assets Holdings, Ltd. | 11,042 | 64,729 | |
Sands China, Ltd.(1) | 19,483 | 39,872 | |
Sino Land Co., Ltd. | 23,433 | 31,524 | |
SITC International Holdings Co., Ltd. | 10,000 | 35,584 | |
SJM Holdings, Ltd.(1) | 15,000 | 10,195 | |
Sun Hung Kai Properties, Ltd. | 10,152 | 126,761 | |
Swire Pacific, Ltd., Class A | 4,537 | 26,846 | |
Swire Properties, Ltd. | 8,529 | 21,307 | |
Techtronic Industries Co., Ltd. | 10,525 | 207,990 | |
WH Group, Ltd.(3) | 54,233 | 38,617 | |
Wharf Real Estate Investment Co., Ltd. | 13,118 | 67,399 | |
Wynn Macau, Ltd.(1) | 13,891 | 11,689 | |
Xinyi Glass Holdings, Ltd. | 14,000 | 41,763 | |
$3,855,217 | |||
Ireland — 1.1% | |||
CRH PLC | 6,047 | $285,387 | |
DCC PLC | 788 | 65,692 | |
Experian PLC | 7,036 | 294,739 | |
Flutter Entertainment PLC(1) | 1,260 | 249,898 | |
James Hardie Industries PLC CDI | 3,369 | 119,503 | |
Kerry Group PLC, Class A | 1,223 | 164,307 | |
Kingspan Group PLC | 1,176 | 117,305 | |
Smurfit Kappa Group PLC | 1,810 | 95,294 | |
$1,392,125 | |||
Israel — 0.6% | |||
Azrieli Group, Ltd. | 315 | $28,356 | |
Bank Hapoalim B.M. | 9,053 | 79,518 | |
Bank Leumi Le-Israel B.M. | 11,623 | 98,482 | |
Check Point Software Technologies, Ltd.(1) | 841 | 95,067 | |
CyberArk Software, Ltd.(1) | 327 | 51,607 | |
Elbit Systems, Ltd. | 215 | 31,132 | |
ICL Group, Ltd. | 5,940 | 43,287 | |
Israel Discount Bank, Ltd., Class A(1) | 9,880 | 52,155 | |
Mizrahi Tefahot Bank, Ltd. | 995 | 33,511 | |
Nice, Ltd.(1) | 498 | 141,014 | |
Teva Pharmaceutical Industries, Ltd. ADR(1) | 8,820 | 85,907 | |
Wix.com, Ltd.(1) | 433 | 84,855 | |
$824,891 | |||
Italy — 2.1% | |||
Amplifon SpA | 989 | $47,003 | |
Assicurazioni Generali SpA | 8,378 | 177,439 |
Security | Shares | Value | |
Italy (continued) | |||
Atlantia SpA(1) | 3,751 | $ 70,788 | |
Davide Campari-Milano NV | 4,524 | 63,550 | |
DiaSorin SpA | 212 | 44,395 | |
Enel SpA | 63,649 | 488,520 | |
Eni SpA | 19,584 | 261,157 | |
Ferrari NV | 971 | 202,647 | |
FinecoBank Banca Fineco SpA(1) | 4,632 | 83,663 | |
Infrastrutture Wireless Italiane SpA(3) | 2,913 | 32,445 | |
Intesa Sanpaolo SpA | 129,469 | 366,525 | |
Mediobanca Banca di Credito Finanziario SpA(1) | 4,446 | 53,490 | |
Moncler SpA | 1,629 | 99,354 | |
Nexi SpA(1)(3) | 3,168 | 59,076 | |
Poste Italiane SpA(3) | 4,086 | 56,108 | |
Prysmian SpA | 1,988 | 69,438 | |
Recordati Industria Chimica e Farmaceutica SpA | 757 | 43,875 | |
Snam SpA | 16,457 | 91,038 | |
Telecom Italia SpA | 64,557 | 25,242 | |
Telecom Italia SpA, PFC Shares | 46,896 | 18,924 | |
Tenaris S.A. | 3,576 | 37,616 | |
Terna - Rete Elettrica Nazionale(2) | 11,610 | 82,394 | |
UniCredit SpA | 16,782 | 222,088 | |
$2,696,775 | |||
Japan — 24.1% | |||
ABC-Mart, Inc. | 336 | $18,874 | |
Acom Co., Ltd. | 4,068 | 14,865 | |
Advantest Corp. | 1,600 | 142,575 | |
AEON Co., Ltd.(2) | 5,248 | 137,970 | |
AGC, Inc. | 1,556 | 80,184 | |
Aisin Corp. | 1,252 | 45,368 | |
Ajinomoto Co., Inc. | 3,399 | 100,440 | |
ANA Holdings, Inc.(1) | 1,383 | 35,954 | |
Asahi Group Holdings, Ltd. | 3,515 | 169,618 | |
Asahi Intecc Co., Ltd.(2) | 1,600 | 43,822 | |
Asahi Kasei Corp. | 10,170 | 108,982 | |
Astellas Pharma, Inc. | 14,301 | 235,381 | |
Azbil Corp. | 1,000 | 43,056 | |
Bandai Namco Holdings, Inc. | 1,537 | 115,548 | |
Bridgestone Corp. | 4,484 | 212,143 | |
Brother Industries, Ltd. | 1,905 | 41,920 | |
Canon, Inc.(2) | 7,600 | 185,957 | |
Capcom Co., Ltd. | 1,400 | 38,901 | |
Casio Computer Co., Ltd. | 1,531 | 25,347 | |
Central Japan Railway Co. | 1,159 | 185,004 | |
Chiba Bank, Ltd. (The) | 4,141 | 26,835 | |
Chubu Electric Power Co., Inc. | 5,369 | 63,455 | |
Chugai Pharmaceutical Co., Ltd. | 5,246 | 191,971 |
4
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Concordia Financial Group, Ltd. | 8,031 | $ 31,614 | |
Cosmos Pharmaceutical Corp. | 200 | 33,966 | |
CyberAgent, Inc. | 3,200 | 61,736 | |
Dai Nippon Printing Co., Ltd. | 1,505 | 36,259 | |
Daifuku Co., Ltd. | 800 | 75,029 | |
Dai-ichi Life Holdings, Inc. | 8,013 | 175,253 | |
Daiichi Sankyo Co., Ltd. | 13,800 | 366,820 | |
Daikin Industries, Ltd. | 1,958 | 426,919 | |
Daito Trust Construction Co., Ltd. | 516 | 60,531 | |
Daiwa House Industry Co., Ltd. | 4,332 | 144,407 | |
Daiwa House REIT Investment Corp. | 16 | 46,987 | |
Daiwa Securities Group, Inc. | 12,125 | 70,673 | |
Denso Corp. | 3,334 | 217,701 | |
Dentsu Group, Inc. | 1,805 | 69,447 | |
Disco Corp. | 200 | 56,017 | |
East Japan Railway Co. | 2,350 | 166,082 | |
Eisai Co., Ltd. | 1,751 | 131,163 | |
ENEOS Holdings, Inc. | 24,938 | 101,307 | |
FANUC Corp. | 1,462 | 320,561 | |
Fast Retailing Co., Ltd. | 500 | 368,758 | |
Fuji Electric Co., Ltd. | 1,041 | 47,372 | |
FUJIFILM Holdings Corp. | 2,727 | 235,476 | |
Fujitsu, Ltd. | 1,552 | 280,463 | |
GLP J-REIT | 31 | 50,904 | |
GMO Payment Gateway, Inc. | 300 | 37,878 | |
Hakuhodo DY Holdings, Inc. | 1,578 | 27,156 | |
Hamamatsu Photonics K.K. | 1,151 | 71,199 | |
Hankyu Hanshin Holdings, Inc. | 1,862 | 58,604 | |
Harmonic Drive Systems, Inc.(2) | 300 | 14,387 | |
Hikari Tsushin, Inc. | 119 | 20,113 | |
Hino Motors, Ltd. | 2,636 | 24,478 | |
Hirose Electric Co., Ltd. | 242 | 40,217 | |
Hisamitsu Pharmaceutical Co., Inc. | 330 | 12,481 | |
Hitachi Construction Machinery Co., Ltd. | 796 | 22,363 | |
Hitachi Metals, Ltd.(1) | 1,286 | 24,834 | |
Hitachi, Ltd. | 7,484 | 442,759 | |
Honda Motor Co., Ltd. | 12,601 | 387,403 | |
Hoshizaki Corp. | 416 | 37,837 | |
HOYA Corp. | 2,923 | 456,043 | |
Hulic Co., Ltd. | 2,340 | 26,059 | |
Ibiden Co., Ltd. | 900 | 49,505 | |
Idemitsu Kosan Co., Ltd. | 1,684 | 44,300 | |
Iida Group Holdings Co., Ltd. | 1,100 | 28,294 | |
INPEX Corp. | 8,491 | 66,114 | |
Isuzu Motors, Ltd. | 4,355 | 56,659 | |
Ito En, Ltd. | 400 | 26,534 | |
ITOCHU Corp. | 9,248 | 269,357 |
Security | Shares | Value | |
Japan (continued) | |||
Itochu Techno-Solutions Corp. | 700 | $ 22,732 | |
Japan Airlines Co., Ltd.(1)(2) | 1,320 | 31,425 | |
Japan Exchange Group, Inc. | 4,118 | 102,126 | |
Japan Metropolitan Fund Investment Corp. | 60 | 57,612 | |
Japan Post Bank Co., Ltd. | 3,400 | 29,163 | |
Japan Post Holdings Co., Ltd. | 12,500 | 105,071 | |
Japan Post Insurance Co., Ltd. | 2,000 | 36,276 | |
Japan Real Estate Investment Corp. | 10 | 59,982 | |
Japan Tobacco, Inc. | 9,134 | 178,974 | |
JFE Holdings, Inc. | 4,025 | 60,360 | |
JSR Corp. | 1,459 | 52,445 | |
Kajima Corp. | 3,581 | 45,889 | |
Kakaku.com, Inc. | 955 | 30,840 | |
Kansai Electric Power Co., Inc. (The) | 5,178 | 50,176 | |
Kansai Paint Co., Ltd. | 1,523 | 37,781 | |
Kao Corp. | 3,801 | 226,211 | |
KDDI Corp. | 12,367 | 407,160 | |
Keio Corp. | 779 | 41,666 | |
Keisei Electric Railway Co., Ltd. | 1,005 | 33,291 | |
Keyence Corp. | 1,560 | 931,119 | |
Kikkoman Corp. | 1,201 | 97,729 | |
Kintetsu Group Holdings Co., Ltd.(1) | 1,346 | 45,265 | |
Kirin Holdings Co., Ltd. | 6,326 | 117,410 | |
Kobayashi Pharmaceutical Co., Ltd. | 400 | 31,713 | |
Kobe Bussan Co., Ltd. | 1,000 | 32,674 | |
Koei Tecmo Holdings Co., Ltd. | 520 | 24,683 | |
Koito Manufacturing Co., Ltd. | 747 | 44,919 | |
Komatsu, Ltd. | 6,946 | 166,346 | |
Konami Holdings Corp. | 751 | 47,072 | |
Kose Corp. | 208 | 24,876 | |
Kubota Corp. | 8,011 | 170,495 | |
Kurita Water Industries, Ltd. | 732 | 35,223 | |
Kyocera Corp. | 2,548 | 159,279 | |
Kyowa Kirin Co., Ltd. | 1,944 | 70,082 | |
Lasertec Corp. | 600 | 136,595 | |
Lawson, Inc. | 500 | 24,561 | |
Lion Corp. | 1,722 | 27,852 | |
Lixil Corp. | 2,113 | 61,242 | |
M3, Inc. | 3,458 | 246,446 | |
Makita Corp. | 1,748 | 96,110 | |
Marubeni Corp. | 12,333 | 102,034 | |
Mazda Motor Corp.(1) | 4,510 | 39,029 | |
McDonald's Holdings Co. (Japan), Ltd.(2) | 577 | 27,222 | |
Medipal Holdings Corp. | 1,645 | 30,959 | |
MEIJI Holdings Co., Ltd. | 867 | 56,054 | |
Mercari, Inc.(1)(2) | 900 | 49,732 | |
MINEBEA MITSUMI, Inc. | 2,859 | 72,812 |
5
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
MISUMI Group, Inc. | 2,280 | $ 97,012 | |
Mitsubishi Chemical Holdings Corp. | 10,522 | 95,790 | |
Mitsubishi Corp. | 9,790 | 307,430 | |
Mitsubishi Electric Corp. | 14,060 | 195,400 | |
Mitsubishi Estate Co., Ltd. | 9,168 | 145,980 | |
Mitsubishi Gas Chemical Co., Inc. | 1,148 | 22,638 | |
Mitsubishi HC Capital, Inc. | 5,566 | 29,104 | |
Mitsubishi Heavy Industries, Ltd. | 2,544 | 68,164 | |
Mitsubishi UFJ Financial Group, Inc.(4) | 95,076 | 562,025 | |
Mitsui & Co., Ltd. | 11,775 | 257,484 | |
Mitsui Chemicals, Inc. | 1,475 | 49,278 | |
Mitsui Fudosan Co., Ltd. | 7,031 | 167,021 | |
Miura Co., Ltd. | 700 | 27,982 | |
Mizuho Financial Group, Inc. | 18,700 | 264,552 | |
MonotaRO Co., Ltd. | 1,800 | 40,338 | |
MS&AD Insurance Group Holdings, Inc. | 3,328 | 111,311 | |
Murata Manufacturing Co., Ltd. | 4,514 | 399,274 | |
Nabtesco Corp. | 948 | 35,844 | |
NEC Corp. | 1,855 | 100,524 | |
Nexon Co., Ltd. | 3,850 | 61,795 | |
NGK Insulators, Ltd. | 1,971 | 33,411 | |
NH Foods, Ltd. | 583 | 22,017 | |
Nidec Corp. | 3,428 | 377,903 | |
Nihon M&A Center, Inc. | 2,400 | 70,474 | |
Nintendo Co., Ltd. | 921 | 440,130 | |
Nippon Building Fund, Inc. | 12 | 77,961 | |
Nippon Express Co., Ltd. | 576 | 39,669 | |
Nippon Paint Holdings Co., Ltd. | 5,790 | 63,054 | |
Nippon Prologis REIT, Inc. | 16 | 53,473 | |
Nippon Sanso Holdings Corp.(2) | 1,324 | 33,181 | |
Nippon Shinyaku Co., Ltd. | 400 | 33,249 | |
Nippon Steel Corp. | 6,475 | 116,459 | |
Nippon Telegraph & Telephone Corp. | 9,904 | 274,431 | |
Nippon Yusen KK | 1,300 | 97,407 | |
Nissan Chemical Corp. | 1,047 | 61,235 | |
Nissan Motor Co., Ltd.(1) | 17,743 | 88,670 | |
Nisshin Seifun Group, Inc. | 1,417 | 23,481 | |
Nissin Foods Holdings Co., Ltd. | 498 | 39,962 | |
Nitori Holdings Co., Ltd. | 616 | 121,396 | |
Nitto Denko Corp. | 1,070 | 76,170 | |
Nomura Holdings, Inc. | 24,357 | 120,078 | |
Nomura Real Estate Holdings, Inc. | 870 | 22,619 | |
Nomura Real Estate Master Fund, Inc. | 30 | 43,178 | |
Nomura Research Institute, Ltd. | 2,700 | 99,243 | |
NSK, Ltd. | 2,296 | 15,558 | |
NTT Data Corp. | 5,030 | 97,251 | |
Obayashi Corp. | 5,320 | 43,851 |
Security | Shares | Value | |
Japan (continued) | |||
Obic Co., Ltd. | 560 | $ 106,488 | |
Odakyu Electric Railway Co., Ltd.(2) | 2,305 | 53,349 | |
Oji Holdings Corp. | 6,573 | 33,120 | |
Olympus Corp. | 9,076 | 198,655 | |
Omron Corp. | 1,463 | 144,768 | |
Ono Pharmaceutical Co., Ltd. | 3,005 | 68,525 | |
Oracle Corp. Japan | 289 | 25,388 | |
Oriental Land Co., Ltd. | 1,524 | 246,546 | |
ORIX Corp. | 9,502 | 177,797 | |
Orix JREIT, Inc. | 18 | 31,327 | |
Osaka Gas Co., Ltd. | 3,123 | 57,067 | |
Otsuka Corp. | 864 | 44,429 | |
Otsuka Holdings Co., Ltd. | 3,152 | 134,788 | |
Pan Pacific International Holdings Corp. | 3,336 | 68,833 | |
Panasonic Corp. | 16,847 | 208,825 | |
PeptiDream, Inc.(1) | 700 | 22,851 | |
Persol Holdings Co., Ltd. | 1,200 | 29,915 | |
Pigeon Corp. | 900 | 20,923 | |
Pola Orbis Holdings, Inc. | 932 | 21,453 | |
Rakuten Group, Inc. | 6,900 | 67,211 | |
Recruit Holdings Co., Ltd. | 10,557 | 645,305 | |
Renesas Electronics Corp.(1) | 10,100 | 124,304 | |
Resona Holdings, Inc. | 16,411 | 65,644 | |
Ricoh Co., Ltd. | 4,735 | 48,450 | |
Rinnai Corp. | 246 | 27,009 | |
Rohm Co., Ltd. | 707 | 66,672 | |
Ryohin Keikaku Co., Ltd. | 1,730 | 38,480 | |
Santen Pharmaceutical Co., Ltd. | 2,900 | 40,786 | |
SBI Holdings, Inc. | 1,875 | 45,923 | |
SCSK Corp. | 1,200 | 25,381 | |
Secom Co., Ltd. | 1,648 | 119,197 | |
Seiko Epson Corp.(2) | 2,252 | 45,468 | |
Sekisui Chemical Co., Ltd. | 2,964 | 50,928 | |
Sekisui House, Ltd. | 4,950 | 103,658 | |
Seven & i Holdings Co., Ltd. | 5,826 | 265,225 | |
SG Holdings Co., Ltd. | 2,600 | 73,557 | |
Sharp Corp. | 1,524 | 19,211 | |
Shimadzu Corp. | 1,814 | 79,664 | |
Shimano, Inc. | 550 | 160,703 | |
Shimizu Corp. | 4,127 | 30,892 | |
Shin-Etsu Chemical Co., Ltd. | 2,785 | 470,021 | |
Shionogi & Co., Ltd. | 2,021 | 138,296 | |
Shiseido Co., Ltd. | 3,174 | 213,323 | |
Shizuoka Bank, Ltd. (The)(2) | 3,925 | 32,249 | |
SMC Corp. | 479 | 298,853 | |
SoftBank Corp. | 22,200 | 301,138 | |
SoftBank Group Corp. | 9,384 | 542,257 |
6
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Sohgo Security Services Co., Ltd. | 528 | $ 23,737 | |
Sompo Holdings, Inc. | 2,299 | 99,742 | |
Sony Group Corp. | 9,780 | 1,085,762 | |
Square Enix Holdings Co., Ltd. | 700 | 37,412 | |
Stanley Electric Co., Ltd. | 1,134 | 28,643 | |
Subaru Corp. | 4,728 | 87,372 | |
Sumco Corp. | 1,900 | 37,906 | |
Sumitomo Chemical Co., Ltd. | 10,634 | 55,193 | |
Sumitomo Corp. | 9,025 | 127,134 | |
Sumitomo Dainippon Pharma Co., Ltd. | 1,622 | 28,992 | |
Sumitomo Electric Industries, Ltd. | 5,990 | 79,653 | |
Sumitomo Metal Mining Co., Ltd. | 2,020 | 73,044 | |
Sumitomo Mitsui Financial Group, Inc. | 10,097 | 355,206 | |
Sumitomo Mitsui Trust Holdings, Inc. | 2,482 | 85,480 | |
Sumitomo Realty & Development Co., Ltd. | 2,268 | 82,898 | |
Suntory Beverage & Food, Ltd. | 1,117 | 46,306 | |
Suzuki Motor Corp. | 2,778 | 124,118 | |
Sysmex Corp. | 1,293 | 160,602 | |
T&D Holdings, Inc. | 4,306 | 59,069 | |
Taisei Corp. | 1,549 | 49,633 | |
Taisho Pharmaceutical Holdings Co., Ltd. | 267 | 15,563 | |
Takeda Pharmaceutical Co., Ltd. | 12,224 | 403,181 | |
TDK Corp. | 2,865 | 103,320 | |
Terumo Corp. | 5,118 | 241,663 | |
THK Co., Ltd. | 828 | 18,169 | |
TIS, Inc. | 1,900 | 51,859 | |
Tobu Railway Co., Ltd.(2) | 1,573 | 42,354 | |
Toho Co., Ltd. | 856 | 40,327 | |
Toho Gas Co., Ltd. | 572 | 24,878 | |
Tohoku Electric Power Co., Inc. | 3,514 | 25,832 | |
Tokio Marine Holdings, Inc. | 4,900 | 262,664 | |
Tokyo Century Corp.(2) | 300 | 16,890 | |
Tokyo Electric Power Co. Holdings, Inc.(1) | 11,600 | 33,029 | |
Tokyo Electron, Ltd. | 1,179 | 520,857 | |
Tokyo Gas Co., Ltd. | 2,962 | 55,115 | |
Tokyu Corp. | 3,584 | 53,199 | |
TOPPAN, Inc. | 2,074 | 35,165 | |
Toray Industries, Inc. | 10,262 | 65,207 | |
Toshiba Corp. | 3,274 | 137,806 | |
Tosoh Corp. | 2,300 | 41,680 | |
TOTO, Ltd. | 1,143 | 54,426 | |
Toyo Suisan Kaisha, Ltd. | 704 | 31,173 | |
Toyota Industries Corp. | 1,161 | 95,527 | |
Toyota Motor Corp. | 82,150 | 1,463,698 | |
Toyota Tsusho Corp. | 1,765 | 74,118 | |
Trend Micro, Inc. | 1,144 | 63,707 | |
Tsuruha Holdings, Inc. | 272 | 33,544 |
Security | Shares | Value | |
Japan (continued) | |||
Unicharm Corp. | 3,214 | $ 142,419 | |
United Urban Investment Corp. | 22 | 29,734 | |
USS Co., Ltd. | 1,635 | 27,832 | |
Welcia Holdings Co., Ltd. | 800 | 28,834 | |
West Japan Railway Co. | 1,778 | 89,375 | |
Yakult Honsha Co., Ltd. | 996 | 50,419 | |
Yamada Holdings Co., Ltd. | 6,405 | 26,898 | |
Yamaha Corp. | 1,109 | 69,758 | |
Yamaha Motor Co., Ltd. | 2,354 | 65,535 | |
Yamato Holdings Co., Ltd. | 2,464 | 62,365 | |
Yaskawa Electric Corp. | 1,883 | 90,419 | |
Yokogawa Electric Corp. | 1,628 | 28,395 | |
Z Holdings Corp. | 20,817 | 133,230 | |
ZOZO, Inc. | 1,007 | 37,727 | |
$31,738,004 | |||
Netherlands — 6.9% | |||
ABN AMRO Bank NV(1)(2)(3) | 3,112 | $44,898 | |
Adyen NV(1)(3) | 154 | 430,486 | |
Aegon NV | 12,975 | 66,975 | |
Airbus SE(1) | 4,566 | 605,341 | |
Akzo Nobel NV | 1,505 | 164,443 | |
Argenx SE(1) | 363 | 109,692 | |
ASM International NV | 368 | 144,116 | |
ASML Holding NV | 3,262 | 2,436,904 | |
CNH Industrial NV | 7,554 | 126,976 | |
EXOR NV | 898 | 75,358 | |
Heineken Holding NV | 927 | 80,719 | |
Heineken NV(2) | 1,986 | 207,288 | |
ING Groep NV(2) | 29,919 | 434,977 | |
JDE Peet's NV | 587 | 17,537 | |
Just Eat Takeaway.com NV(1)(2)(3) | 1,437 | 104,993 | |
Koninklijke Ahold Delhaize NV | 7,945 | 264,554 | |
Koninklijke DSM NV | 1,327 | 265,368 | |
Koninklijke KPN NV | 24,529 | 77,187 | |
Koninklijke Philips NV | 7,038 | 312,677 | |
Koninklijke Vopak NV(2) | 531 | 20,923 | |
NN Group NV | 2,075 | 108,693 | |
Prosus NV | 7,233 | 578,936 | |
QIAGEN NV(1) | 1,873 | 96,884 | |
Randstad NV(2) | 975 | 65,644 | |
Royal Dutch Shell PLC, Class A | 32,032 | 712,365 | |
Royal Dutch Shell PLC, Class B | 28,956 | 641,567 | |
Stellantis NV | 15,632 | 297,494 | |
STMicroelectronics NV | 5,354 | 233,765 | |
Universal Music Group NV(1)(2) | 5,507 | 147,451 |
7
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Netherlands (continued) | |||
Wolters Kluwer NV | 2,106 | $ 223,229 | |
$ 9,097,440 | |||
New Zealand — 0.3% | |||
a2 Milk Co., Ltd. (The)(1)(2) | 6,163 | $ 27,289 | |
Auckland International Airport, Ltd.(1) | 10,551 | 56,715 | |
Fisher & Paykel Healthcare Corp., Ltd. | 4,305 | 94,691 | |
Mercury NZ, Ltd. | 4,384 | 19,607 | |
Meridian Energy, Ltd. | 9,757 | 32,996 | |
Ryman Healthcare, Ltd.(2) | 2,935 | 30,541 | |
Spark New Zealand, Ltd. | 13,480 | 44,348 | |
Xero, Ltd.(1) | 981 | 96,264 | |
$402,451 | |||
Norway — 0.7% | |||
Adevinta ASA(1) | 1,949 | $33,399 | |
DNB Bank ASA | 7,454 | 169,464 | |
Equinor ASA | 7,555 | 192,130 | |
Gjensidige Forsikring ASA | 1,602 | 35,481 | |
Mowi ASA | 3,437 | 87,206 | |
Norsk Hydro ASA | 9,871 | 73,677 | |
Orkla ASA | 6,067 | 55,684 | |
Schibsted ASA, Class A | 610 | 28,955 | |
Schibsted ASA, Class B | 908 | 38,436 | |
Telenor ASA | 5,236 | 88,132 | |
Yara International ASA | 1,431 | 70,887 | |
$873,451 | |||
Poland — 0.0%(5) | |||
InPost S.A.(1) | 1,684 | $27,943 | |
$27,943 | |||
Portugal — 0.1% | |||
EDP - Energias de Portugal S.A. | 21,198 | $111,372 | |
Galp Energia SGPS S.A. | 3,597 | 40,854 | |
Jeronimo Martins SGPS S.A. | 1,795 | 35,788 | |
$188,014 | |||
Singapore — 1.2% | |||
Ascendas Real Estate Investment Trust | 23,731 | $52,307 | |
CapitaLand Integrated Commercial Trust | 38,366 | 57,129 | |
Capitaland Investment, Ltd.(1) | 21,948 | 54,959 | |
City Developments, Ltd. | 4,171 | 21,110 | |
DBS Group Holdings, Ltd. | 13,948 | 309,068 | |
Genting Singapore, Ltd. | 48,954 | 25,811 | |
Keppel Corp., Ltd. | 12,128 | 46,314 | |
Mapletree Commercial Trust | 19,300 | 29,249 | |
Mapletree Logistics Trust | 22,400 | 33,486 |
Security | Shares | Value | |
Singapore (continued) | |||
Oversea-Chinese Banking Corp., Ltd. | 26,736 | $ 225,137 | |
Sea, Ltd.(1) | 534 | 170,202 | |
Singapore Airlines, Ltd.(1)(2) | 9,600 | 35,353 | |
Singapore Exchange, Ltd. | 6,600 | 48,318 | |
Singapore Technologies Engineering, Ltd. | 13,918 | 38,851 | |
Singapore Telecommunications, Ltd. | 61,191 | 110,160 | |
United Overseas Bank, Ltd. | 8,814 | 166,740 | |
UOL Group, Ltd. | 3,470 | 17,449 | |
Venture Corp., Ltd. | 2,000 | 26,287 | |
Wilmar International, Ltd. | 15,000 | 46,341 | |
$1,514,271 | |||
Spain — 2.4% | |||
ACS Actividades de Construccion y Servicios S.A. | 1,835 | $49,708 | |
Aena SME S.A.(1)(3) | 543 | 93,670 | |
Amadeus IT Group S.A.(1) | 3,541 | 232,898 | |
Banco Bilbao Vizcaya Argentaria S.A. | 51,258 | 338,334 | |
Banco Santander S.A. | 134,167 | 486,001 | |
CaixaBank S.A. | 35,134 | 108,951 | |
Cellnex Telecom S.A.(3) | 3,985 | 245,808 | |
EDP Renovaveis S.A. | 2,336 | 57,988 | |
Enagas S.A.(2) | 1,961 | 43,581 | |
Endesa S.A. | 2,524 | 50,903 | |
Ferrovial S.A. | 3,497 | 102,073 | |
Grifols S.A.(2) | 2,499 | 60,962 | |
Iberdrola S.A. | 47,439 | 477,256 | |
Industria de Diseno Textil S.A. | 8,586 | 315,928 | |
Naturgy Energy Group S.A. | 2,455 | 61,795 | |
Red Electrica Corp. S.A. | 3,451 | 69,235 | |
Repsol S.A. | 11,427 | 149,163 | |
Siemens Gamesa Renewable Energy S.A.(1) | 1,846 | 46,920 | |
Telefonica S.A. | 38,756 | 181,865 | |
$3,173,039 | |||
Sweden — 3.4% | |||
Alfa Laval AB | 2,529 | $94,328 | |
Assa Abloy AB, Class B | 7,674 | 222,597 | |
Atlas Copco AB, Class A | 5,184 | 313,039 | |
Atlas Copco AB, Class B | 3,161 | 160,663 | |
Boliden AB | 2,227 | 71,309 | |
Electrolux AB, Series B(2) | 1,958 | 45,237 | |
Embracer Group AB(1)(2) | 4,144 | 39,709 | |
Epiroc AB, Class A | 5,226 | 108,345 | |
Epiroc AB, Class B | 3,766 | 66,703 | |
EQT AB | 2,347 | 97,456 | |
Essity AB, Class B | 4,621 | 143,316 | |
Evolution AB(3) | 1,329 | 201,263 |
8
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Sweden (continued) | |||
Fastighets AB Balder, Class B(1) | 794 | $ 47,717 | |
H & M Hennes & Mauritz AB, Class B(1) | 5,966 | 120,761 | |
Hexagon AB, Class B | 15,400 | 238,207 | |
Husqvarna AB, Class B | 3,160 | 37,749 | |
ICA Gruppen AB | 820 | 37,621 | |
Industrivarden AB, Class A | 851 | 27,187 | |
Industrivarden AB, Class C | 1,419 | 43,841 | |
Investment AB Latour, Class B | 1,245 | 38,526 | |
Investor AB, Class B | 14,024 | 301,577 | |
Kinnevik AB, Class B(1) | 1,801 | 63,313 | |
L E Lundbergforetagen AB, Class B | 593 | 32,543 | |
Lundin Energy AB(2) | 1,471 | 54,605 | |
Nibe Industrier AB, Class B | 11,258 | 141,477 | |
Sandvik AB | 8,759 | 200,111 | |
Securitas AB, Class B(2) | 2,477 | 39,205 | |
Sinch AB(1)(3) | 3,670 | 71,169 | |
Skandinaviska Enskilda Banken AB, Class A | 12,316 | 173,573 | |
Skanska AB, Class B | 2,734 | 68,589 | |
SKF AB, Class B | 3,034 | 71,545 | |
Svenska Cellulosa AB SCA, Class B | 4,539 | 70,346 | |
Svenska Handelsbanken AB, Class A | 11,718 | 131,235 | |
Swedbank AB, Class A | 7,146 | 144,097 | |
Swedish Match AB | 12,100 | 105,906 | |
Tele2 AB, Class B(2) | 3,517 | 52,075 | |
Telefonaktiebolaget LM Ericsson, Class B(2) | 22,511 | 254,080 | |
Telia Co. AB | 21,130 | 86,923 | |
Volvo AB, Class A | 1,646 | 37,191 | |
Volvo AB, Class B | 10,985 | 245,256 | |
$4,500,390 | |||
Switzerland — 9.8% | |||
ABB, Ltd. | 13,423 | $449,024 | |
Adecco Group AG | 1,241 | 62,181 | |
Alcon, Inc. | 3,804 | 308,013 | |
Baloise Holding AG | 374 | 56,732 | |
Banque Cantonale Vaudoise | 253 | 19,236 | |
Barry Callebaut AG | 29 | 65,774 | |
Chocoladefabriken Lindt & Sprungli AG | 1 | 117,722 | |
Chocoladefabriken Lindt & Sprungli AG PC | 6 | 67,065 | |
Cie Financiere Richemont S.A. | 4,048 | 419,705 | |
Clariant AG(1) | 1,727 | 32,416 | |
Coca-Cola HBC AG | 1,588 | 51,172 | |
Credit Suisse Group AG | 19,378 | 191,382 | |
EMS-Chemie Holding AG | 50 | 47,241 | |
Geberit AG | 293 | 215,121 | |
Givaudan S.A. | 72 | 328,254 | |
Glencore PLC | 77,086 | 362,621 |
Security | Shares | Value | |
Switzerland (continued) | |||
Holcim Ltd. | 4,011 | $ 193,270 | |
Julius Baer Group, Ltd. | 1,776 | 117,997 | |
Kuehne & Nagel International AG | 428 | 146,120 | |
Logitech International S.A. | 1,318 | 117,259 | |
Lonza Group AG(1) | 581 | 435,814 | |
Nestle S.A. | 22,469 | 2,707,290 | |
Novartis AG | 17,339 | 1,421,783 | |
Partners Group Holding AG | 177 | 276,233 | |
Roche Holding AG | 260 | 106,710 | |
Roche Holding AG PC | 5,484 | 2,001,494 | |
Schindler Holding AG | 160 | 41,220 | |
Schindler Holding AG PC | 334 | 89,669 | |
SGS S.A. | 46 | 133,898 | |
Sika AG(2) | 1,112 | 351,584 | |
Sonova Holding AG | 411 | 155,320 | |
Straumann Holding AG | 83 | 148,857 | |
Swatch Group AG (The) | 228 | 59,481 | |
Swatch Group AG (The), Bearer Shares | 555 | 28,557 | |
Swiss Life Holding AG | 259 | 130,502 | |
Swiss Prime Site AG | 549 | 53,627 | |
Swiss Re AG | 2,386 | 203,645 | |
Swisscom AG | 199 | 114,521 | |
Temenos AG | 527 | 71,507 | |
UBS Group AG | 28,449 | 454,092 | |
Vifor Pharma AG | 327 | 42,385 | |
Zurich Insurance Group AG | 1,171 | 478,846 | |
$12,875,340 | |||
United Kingdom — 12.7% | |||
3i Group PLC | 7,801 | $133,996 | |
Abrdn PLC | 16,252 | 55,581 | |
Admiral Group PLC | 1,608 | 67,188 | |
Anglo American PLC | 10,080 | 353,290 | |
Antofagasta PLC | 3,041 | 55,263 | |
Ashtead Group PLC | 3,470 | 262,309 | |
Associated British Foods PLC | 2,895 | 72,064 | |
AstraZeneca PLC | 12,002 | 1,446,454 | |
Auto Trader Group PLC(3) | 7,242 | 57,112 | |
AVEVA Group PLC | 905 | 43,740 | |
Aviva PLC | 31,430 | 166,575 | |
BAE Systems PLC | 24,901 | 188,602 | |
Barclays PLC | 129,517 | 329,100 | |
Barratt Developments PLC | 8,311 | 73,467 | |
Berkeley Group Holdings PLC | 842 | 49,169 | |
BHP Group PLC | 16,556 | 417,118 | |
BP PLC | 158,548 | 722,163 | |
British American Tobacco PLC | 16,867 | 589,578 |
9
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
United Kingdom (continued) | |||
British Land Co. PLC (The) | 7,010 | $ 46,516 | |
BT Group PLC(1) | 67,314 | 144,308 | |
Bunzl PLC | 2,545 | 83,971 | |
Burberry Group PLC | 3,124 | 76,028 | |
Coca-Cola Europacific Partners PLC | 1,647 | 91,063 | |
Compass Group PLC(1) | 13,713 | 280,447 | |
Croda International PLC | 1,133 | 129,816 | |
Diageo PLC | 18,041 | 873,455 | |
Direct Line Insurance Group PLC | 9,725 | 37,851 | |
Entain PLC(1) | 4,677 | 133,583 | |
Evraz PLC | 3,425 | 27,174 | |
Ferguson PLC | 1,726 | 239,606 | |
GlaxoSmithKline PLC | 39,066 | 737,299 | |
Halma PLC | 3,070 | 117,101 | |
Hargreaves Lansdown PLC | 2,659 | 51,054 | |
Hikma Pharmaceuticals PLC | 1,223 | 40,232 | |
HSBC Holdings PLC | 159,836 | 835,731 | |
Imperial Brands PLC | 7,551 | 157,942 | |
Informa PLC(1) | 12,081 | 88,843 | |
InterContinental Hotels Group PLC(1) | 1,394 | 89,009 | |
Intertek Group PLC | 1,299 | 86,861 | |
J Sainsbury PLC | 11,679 | 44,763 | |
JD Sports Fashion PLC | 4,451 | 62,552 | |
Johnson Matthey PLC | 1,407 | 50,479 | |
Kingfisher PLC | 15,641 | 70,601 | |
Land Securities Group PLC | 5,555 | 51,774 | |
Legal & General Group PLC | 45,856 | 172,285 | |
Lloyds Banking Group PLC | 548,655 | 341,494 | |
London Stock Exchange Group PLC | 2,560 | 256,533 | |
M&G PLC | 18,709 | 51,117 | |
Melrose Industries PLC | 33,152 | 76,969 | |
Mondi PLC | 3,917 | 95,990 | |
National Grid PLC | 27,897 | 332,413 | |
Natwest Group PLC | 44,868 | 135,271 | |
Next PLC | 1,079 | 118,691 | |
Ocado Group PLC(1) | 3,893 | 87,000 | |
Pearson PLC | 6,159 | 59,066 | |
Persimmon PLC | 2,595 | 92,810 | |
Phoenix Group Holdings PLC | 4,275 | 36,958 | |
Prudential PLC | 20,207 | 392,125 | |
Reckitt Benckiser Group PLC | 5,479 | 430,431 | |
RELX PLC | 15,048 | 433,175 | |
Rentokil Initial PLC | 13,829 | 108,596 | |
Rio Tinto PLC | 8,715 | 571,287 | |
Rolls-Royce Holdings PLC(1) | 67,400 | 125,884 | |
Sage Group PLC (The) | 8,820 | 83,981 | |
Schroders PLC | 934 | 44,981 |
Security | Shares | Value | |
United Kingdom (continued) | |||
Segro PLC | 9,491 | $ 152,462 | |
Severn Trent PLC | 1,999 | 69,983 | |
Smith & Nephew PLC | 6,612 | 113,910 | |
Smiths Group PLC | 3,286 | 63,363 | |
Spirax-Sarco Engineering PLC | 587 | 118,108 | |
SSE PLC | 7,941 | 167,199 | |
St. James's Place PLC | 4,377 | 88,294 | |
Standard Chartered PLC | 20,555 | 120,160 | |
Taylor Wimpey PLC | 27,593 | 57,551 | |
Tesco PLC | 59,463 | 202,509 | |
Unilever PLC | 20,475 | 1,108,482 | |
United Utilities Group PLC | 5,449 | 70,921 | |
Vodafone Group PLC | 216,739 | 329,810 | |
Whitbread PLC(1) | 1,488 | 66,161 | |
WM Morrison Supermarkets PLC | 18,613 | 73,739 | |
WPP PLC | 9,194 | 123,177 | |
$16,703,714 | |||
United States — 0.0%(5) | |||
Jackson Financial, Inc.(1) | 505 | $13,130 | |
$13,130 | |||
Total Common Stocks (identified cost $81,263,385) | $130,568,076 |
Rights — 0.0%(5) |
Security | Shares | Value | |
Australia — 0.0%(5) | |||
Transurban Group, Exp. 10/8/21(1) | 2,335 | $ 1,773 | |
$ 1,773 | |||
Germany — 0.0%(5) | |||
Deutsche Lufthansa AG, Exp. 10/5/21(1) | 2,376 | $ 5,917 | |
$ 5,917 | |||
Total Rights (identified cost $10,658) | $ 7,690 |
Short-Term Investments — 0.9% |
Affiliated Fund — 0.0%(5) | |||
Description | Units | Value | |
Calvert Cash Reserves Fund, LLC, 0.04%(6) | 37,821 | $ 37,825 | |
Total Affiliated Fund (identified cost $37,821) | $ 37,825 |
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Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Securities Lending Collateral — 0.9% | |||
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.03%(7) | 1,098,522 | $ 1,098,522 | |
Total Securities Lending Collateral (identified cost $1,098,522) | $ 1,098,522 | ||
Total Short-Term Investments (identified cost $1,136,343) | $ 1,136,347 |
Total Investments — 100.2% (identified cost $82,410,386) | $131,712,113 | |
Other Assets, Less Liabilities — (0.2)% | $ (217,424) | |
Net Assets — 100.0% | $131,494,689 |
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 September 30, 2021. The aggregate market value of securities on loan at September 30, 2021 was $4,054,122 and the total market value of the collateral received by the Fund was $4,360,716, comprised of cash of $1,098,522 and U.S. government and/or agencies securities of $3,262,194. |
(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 September 30, 2021, the aggregate value of these securities is $2,562,424 or 1.9% of the Fund's net assets. |
(4) | Represents an investment in an issuer that may be deemed to be an affiliate effective March 1, 2021. |
(5) | Amount is less than 0.05%. |
(6) | 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. |
(7) | Represents investment of cash collateral received in connection with securities lending. |
At September 30, 2021, 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 | 17.0% |
Industrials | 15.7 |
Consumer Discretionary | 12.7 |
Health Care | 12.5 |
Consumer Staples | 10.2 |
Information Technology | 9.6 |
Materials | 7.2 |
Communication Services | 4.7 |
Energy | 3.5 |
Utilities | 3.3 |
Real Estate | 2.9 |
Total | 99.3% |
Abbreviations: | |
ADR | – American Depositary Receipt |
CDI | – CHESS Depositary Interest |
PC | – Participation Certificate |
PFC Shares | – Preference Shares |
The Fund did not have any open derivative instruments at September 30, 2021.
The Fund invested in
issuers that may be deemed to be affiliated with Morgan Stanley. At September 30, 2021, the value of the Fund's investment in affiliated issuers and funds was $599,850, which represents 0.5% 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 | ||||||||
Mitsubishi UFJ Financial Group, Inc.(1) | $ — | $ — | $ — | $ — | $61,954 | $562,025 | $20,029 | 95,076 |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | 439,993 | 8,762,894 | (9,165,058) | (8) | 4 | 37,825 | 136 | 37,821 |
Totals | $(8) | $61,958 | $599,850 | $20,165 |
(1) | May be deemed to be an 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:
11
Calvert
VP EAFE International Index
Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
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 September 30, 2021, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks: | ||||
Australia | $ — | $8,696,751 | $ — | $8,696,751 |
Austria | — | 273,740 | — | 273,740 |
Belgium | — | 1,083,954 | — | 1,083,954 |
Denmark | — | 3,432,822 | — | 3,432,822 |
Finland | — | 1,645,352 | — | 1,645,352 |
France | — | 13,766,526 | — | 13,766,526 |
Germany | 169,430 | 11,623,306 | — | 11,792,736 |
Hong Kong | 52,017 | 3,803,200 | — | 3,855,217 |
Ireland | — | 1,392,125 | — | 1,392,125 |
Israel | 317,436 | 507,455 | — | 824,891 |
Italy | — | 2,696,775 | — | 2,696,775 |
Japan | — | 31,738,004 | — | 31,738,004 |
Netherlands | 147,451 | 8,949,989 | — | 9,097,440 |
New Zealand | — | 402,451 | — | 402,451 |
Norway | — | 873,451 | — | 873,451 |
Poland | — | 27,943 | — | 27,943 |
Portugal | — | 188,014 | — | 188,014 |
Singapore | 225,161 | 1,289,110 | — | 1,514,271 |
Spain | — | 3,173,039 | — | 3,173,039 |
Sweden | — | 4,500,390 | — | 4,500,390 |
Switzerland | — | 12,875,340 | — | 12,875,340 |
United Kingdom | 91,063 | 16,612,651 | — | 16,703,714 |
United States | 13,130 | — | — | 13,130 |
Total Common Stocks | $1,015,688 | $129,552,388(1) | $ — | $130,568,076 |
Rights | $7,690 | $ — | $ — | $7,690 |
Short-Term Investments: | ||||
Affiliated Fund | — | 37,825 | — | 37,825 |
Securities Lending Collateral | 1,098,522 | — | — | 1,098,522 |
Total Investments | $2,121,900 | $129,590,213 | $ — | $131,712,113 |
(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. |
Level 3 investments at the beginning
and/or end of the period were valued at $0 and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended September 30, 2021 is not presented.
For information on the Fund’s
policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to
shareholders.
12