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Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments (Unaudited)
Common Stocks — 93.3% |
Security | Shares | Value | |
Aerospace & Defense — 0.7% | |||
AAR Corp.(1) | 2,667 | $ 129,163 | |
Aerojet Rocketdyne Holdings, Inc.(1) | 5,740 | 225,869 | |
AeroVironment, Inc.(1) | 1,761 | 165,781 | |
AerSale Corp.(1)(2) | 1,234 | 19,399 | |
Astronics Corp.(1) | 2,153 | 27,838 | |
Byrna Technologies, Inc.(1) | 1,414 | 11,552 | |
Cadre Holdings, Inc. | 491 | 12,059 | |
Ducommun, Inc.(1) | 914 | 47,884 | |
Kaman Corp. | 2,245 | 97,613 | |
Kratos Defense & Security Solutions, Inc.(1) | 9,405 | 192,614 | |
Maxar Technologies, Inc. | 5,624 | 221,923 | |
Moog, Inc., Class A | 2,219 | 194,828 | |
National Presto Industries, Inc. | 420 | 32,319 | |
Park Aerospace Corp. | 1,804 | 23,542 | |
Parsons Corp.(1) | 1,992 | 77,090 | |
Triumph Group, Inc.(1) | 4,884 | 123,468 | |
Vectrus, Inc.(1) | 987 | 35,394 | |
$1,638,336 | |||
Air Freight & Logistics — 0.3% | |||
Air Transport Services Group, Inc.(1) | 4,525 | $151,361 | |
Atlas Air Worldwide Holdings, Inc.(1) | 2,258 | 195,023 | |
Forward Air Corp. | 2,084 | 203,774 | |
Hub Group, Inc., Class A(1) | 2,559 | 197,580 | |
Radiant Logistics, Inc.(1) | 3,434 | 21,875 | |
$769,613 | |||
Airlines — 0.3% | |||
Allegiant Travel Co.(1) | 1,188 | $192,919 | |
Frontier Group Holdings, Inc.(1) | 2,730 | 30,931 | |
Hawaiian Holdings, Inc.(1) | 3,989 | 78,583 | |
Mesa Air Group, Inc.(1) | 2,494 | 10,974 | |
SkyWest, Inc.(1) | 3,905 | 112,659 | |
Spirit Airlines, Inc.(1) | 7,711 | 168,640 | |
Sun Country Airlines Holdings, Inc.(1) | 2,490 | 65,188 | |
$659,894 | |||
Auto Components — 1.1% | |||
Adient PLC(1) | 7,428 | $302,840 | |
American Axle & Manufacturing Holdings, Inc.(1) | 8,845 | 68,637 | |
Cooper-Standard Holdings, Inc.(1) | 1,470 | 12,892 | |
Dana, Inc. | 11,400 | 200,298 | |
Dorman Products, Inc.(1) | 2,051 | 194,907 | |
Fox Factory Holding Corp.(1) | 3,304 | 323,627 | |
Gentherm, Inc.(1) | 2,608 | 190,488 |
Security | Shares | Value | |
Auto Components (continued) | |||
Goodyear Tire & Rubber Co. (The)(1) | 21,674 | $ 309,721 | |
LCI Industries | 1,944 | 201,807 | |
Modine Manufacturing Co.(1) | 4,047 | 36,463 | |
Motorcar Parts of America, Inc.(1) | 1,400 | 24,962 | |
Patrick Industries, Inc. | 1,816 | 109,505 | |
Standard Motor Products, Inc. | 1,640 | 70,750 | |
Stoneridge, Inc.(1) | 2,174 | 45,132 | |
Tenneco, Inc., Class A(1) | 5,542 | 101,529 | |
Visteon Corp.(1) | 2,177 | 237,576 | |
XL Fleet Corp.(1) | 9,291 | 18,489 | |
XPEL, Inc.(1) | 1,474 | 77,547 | |
$2,527,170 | |||
Automobiles — 0.2% | |||
Arcimoto, Inc.(1)(2) | 2,147 | $14,192 | |
Canoo, Inc.(1)(2) | 8,156 | 45,021 | |
Fisker, Inc.(1) | 12,446 | 160,553 | |
Lordstown Motors Corp., Class A(1) | 11,997 | 40,910 | |
Winnebago Industries, Inc. | 2,534 | 136,912 | |
Workhorse Group, Inc.(1)(2) | 11,961 | 59,805 | |
$457,393 | |||
Banks — 8.3% | |||
1st Source Corp. | 1,262 | $58,368 | |
Allegiance Bancshares, Inc. | 1,477 | 65,992 | |
Amalgamated Financial Corp. | 1,217 | 21,869 | |
Amerant Bancorp, Inc. | 2,132 | 67,350 | |
American National Bankshares, Inc. | 942 | 35,495 | |
Ameris Bancorp | 5,215 | 228,834 | |
Arrow Financial Corp. | 1,193 | 38,677 | |
Associated Banc-Corp. | 11,494 | 261,603 | |
Atlantic Union Bankshares Corp. | 5,882 | 215,811 | |
Banc of California, Inc. | 4,366 | 84,526 | |
BancFirst Corp. | 1,347 | 112,084 | |
Bancorp, Inc. (The)(1) | 4,094 | 115,983 | |
Bank First Corp. | 510 | 36,715 | |
Bank of Marin Bancorp | 1,090 | 38,226 | |
Bank of NT Butterfield & Son, Ltd. (The) | 4,076 | 146,247 | |
BankUnited, Inc. | 6,637 | 291,763 | |
Banner Corp. | 2,719 | 159,143 | |
Bar Harbor Bankshares | 1,146 | 32,799 | |
Berkshire Hills Bancorp, Inc. | 3,744 | 108,464 | |
Blue Ridge Bankshares, Inc. | 1,360 | 20,631 | |
Brookline Bancorp, Inc. | 6,307 | 99,777 | |
Business First Bancshares, Inc. | 1,656 | 40,290 | |
Byline Bancorp, Inc. | 1,998 | 53,307 |
1
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Banks (continued) | |||
Cadence Bank | 14,025 | $ 410,371 | |
Cambridge Bancorp | 500 | 42,500 | |
Camden National Corp. | 1,153 | 54,237 | |
Capital Bancorp, Inc. | 525 | 12,002 | |
Capital City Bank Group, Inc. | 1,232 | 32,476 | |
Capstar Financial Holdings, Inc. | 1,274 | 26,856 | |
Carter Bankshares, Inc.(1) | 1,998 | 34,705 | |
Cathay General Bancorp | 5,753 | 257,447 | |
CBTX, Inc. | 1,510 | 46,810 | |
Central Pacific Financial Corp. | 2,337 | 65,202 | |
Citizens & Northern Corp. | 1,125 | 27,428 | |
City Holding Co. | 1,154 | 90,820 | |
Civista Bancshares, Inc. | 1,318 | 31,764 | |
CNB Financial Corp. | 1,282 | 33,742 | |
Coastal Financial Corp.(1) | 740 | 33,855 | |
Columbia Banking System, Inc. | 6,118 | 197,428 | |
Community Bank System, Inc. | 4,105 | 287,966 | |
Community Trust Bancorp, Inc. | 1,316 | 54,219 | |
ConnectOne Bancorp, Inc. | 2,830 | 90,588 | |
CrossFirst Bankshares, Inc.(1) | 4,100 | 64,616 | |
Customers Bancorp, Inc.(1) | 2,287 | 119,244 | |
CVB Financial Corp. | 10,626 | 246,629 | |
Dime Community Bancshares, Inc. | 2,653 | 91,714 | |
Eagle Bancorp, Inc. | 2,481 | 141,442 | |
Eastern Bankshares, Inc. | 13,170 | 283,682 | |
Enterprise Bancorp, Inc. | 790 | 31,695 | |
Enterprise Financial Services Corp. | 2,847 | 134,692 | |
Equity Bancshares, Inc., Class A | 1,296 | 41,874 | |
Farmers National Banc Corp. | 2,422 | 41,319 | |
FB Financial Corp. | 2,671 | 118,646 | |
Fidelity D&D Bancorp, Inc. | 249 | 11,561 | |
Financial Institutions, Inc. | 1,360 | 40,977 | |
First Bancorp, Inc. (The) | 691 | 20,785 | |
First Bancorp. | 2,711 | 113,238 | |
First BanCorp. / Puerto Rico | 15,759 | 206,758 | |
First Bancshares, Inc. (The) | 1,589 | 53,486 | |
First Bank / Hamilton | 1,315 | 18,699 | |
First Busey Corp. | 3,985 | 100,980 | |
First Commonwealth Financial Corp. | 7,774 | 117,854 | |
First Community Bankshares, Inc. | 1,464 | 41,299 | |
First Financial Bancorp | 7,256 | 167,251 | |
First Financial Bankshares, Inc. | 10,163 | 448,392 | |
First Financial Corp. / IN | 891 | 38,562 | |
First Foundation, Inc. | 3,883 | 94,318 | |
First Internet Bancorp | 680 | 29,247 | |
First Interstate BancSystem, Inc., Class A | 6,799 | 249,999 | |
First Merchants Corp. | 4,445 | 184,912 |
Security | Shares | Value | |
Banks (continued) | |||
First Mid Bancshares, Inc. | 1,248 | $ 48,036 | |
First of Long Island Corp. (The) | 2,051 | 39,912 | |
Five Star Bancorp | 963 | 27,253 | |
Flushing Financial Corp. | 2,270 | 50,735 | |
Fulton Financial Corp. | 12,466 | 207,185 | |
German American Bancorp, Inc. | 2,058 | 78,183 | |
Glacier Bancorp, Inc. | 8,510 | 427,883 | |
Great Southern Bancorp, Inc. | 796 | 46,972 | |
Guaranty Bancshares, Inc. | 732 | 25,620 | |
Hancock Whitney Corp. | 6,785 | 353,838 | |
Hanmi Financial Corp. | 2,358 | 58,030 | |
HarborOne Bancorp, Inc. | 3,960 | 55,519 | |
HBT Financial, Inc. | 782 | 14,217 | |
Heartland Financial USA, Inc. | 3,161 | 151,191 | |
Heritage Commerce Corp. | 4,704 | 52,920 | |
Heritage Financial Corp. | 2,776 | 69,567 | |
Hilltop Holdings, Inc. | 4,785 | 140,679 | |
Home BancShares, Inc. | 11,961 | 270,319 | |
HomeStreet, Inc. | 1,583 | 75,003 | |
HomeTrust Bancshares, Inc. | 1,190 | 35,141 | |
Hope Bancorp, Inc. | 9,119 | 146,634 | |
Horizon Bancorp | 3,678 | 68,668 | |
Independent Bank Corp. | 3,592 | 293,430 | |
Independent Bank Corp. / MI | 1,901 | 41,822 | |
Independent Bank Group, Inc. | 2,952 | 210,064 | |
International Bancshares Corp. | 4,217 | 178,000 | |
Investors Bancorp, Inc. | 17,941 | 267,859 | |
Lakeland Bancorp, Inc. | 4,784 | 79,893 | |
Lakeland Financial Corp. | 1,974 | 144,102 | |
Live Oak Bancshares, Inc. | 2,492 | 126,818 | |
Macatawa Bank Corp. | 2,061 | 18,570 | |
Mercantile Bank Corp. | 1,185 | 41,973 | |
Meta Financial Group, Inc. | 2,280 | 125,218 | |
Metrocity Bankshares, Inc. | 1,365 | 32,050 | |
Metropolitan Bank Holding Corp.(1) | 758 | 77,142 | |
Mid Penn Bancorp, Inc. | 1,112 | 29,813 | |
Midland States Bancorp, Inc. | 1,739 | 50,188 | |
MidWestOne Financial Group, Inc. | 980 | 32,438 | |
MVB Financial Corp. | 740 | 30,710 | |
National Bank Holdings Corp., Class A | 2,394 | 96,430 | |
NBT Bancorp, Inc. | 3,309 | 119,554 | |
Nicolet Bankshares, Inc.(1) | 962 | 90,014 | |
Northrim BanCorp, Inc. | 525 | 22,874 | |
Northwest Bancshares, Inc. | 9,836 | 132,884 | |
OceanFirst Financial Corp. | 4,703 | 94,530 | |
OFG Bancorp | 3,897 | 103,816 | |
Old National Bancorp | 23,086 | 378,149 |
2
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Banks (continued) | |||
Old Second Bancorp, Inc. | 2,274 | $ 32,996 | |
Origin Bancorp, Inc. | 1,666 | 70,455 | |
Orrstown Financial Services, Inc. | 900 | 20,637 | |
Pacific Premier Bancorp, Inc. | 7,352 | 259,893 | |
Park National Corp. | 1,166 | 153,189 | |
Peapack-Gladstone Financial Corp. | 1,387 | 48,198 | |
Peoples Bancorp, Inc. | 1,946 | 60,929 | |
Peoples Financial Services Corp. | 676 | 34,124 | |
Preferred Bank / Los Angeles | 1,081 | 80,091 | |
Premier Financial Corp. | 2,799 | 84,894 | |
Primis Financial Corp. | 1,573 | 21,991 | |
QCR Holdings, Inc. | 1,290 | 73,001 | |
RBB Bancorp | 1,147 | 26,943 | |
Red River Bancshares, Inc. | 422 | 22,328 | |
Renasant Corp. | 4,333 | 144,939 | |
Republic Bancorp, Inc., Class A | 737 | 33,121 | |
Republic First Bancorp, Inc.(1) | 4,071 | 21,006 | |
S&T Bancorp, Inc. | 3,252 | 96,194 | |
Sandy Spring Bancorp, Inc. | 3,460 | 155,423 | |
Seacoast Banking Corp. of Florida | 4,279 | 149,851 | |
ServisFirst Bancshares, Inc. | 3,828 | 364,770 | |
Sierra Bancorp | 1,243 | 31,050 | |
Silvergate Capital Corp., Class A(1) | 2,146 | 323,123 | |
Simmons First National Corp., Class A | 8,799 | 230,710 | |
SmartFinancial, Inc. | 1,098 | 28,087 | |
South Plains Financial, Inc. | 868 | 23,071 | |
Southern First Bancshares, Inc.(1) | 613 | 31,165 | |
Southside Bancshares, Inc. | 2,444 | 99,789 | |
SouthState Corp. | 6,007 | 490,111 | |
Spirit of Texas Bancshares, Inc. | 1,176 | 30,905 | |
Stock Yards Bancorp, Inc. | 1,847 | 97,706 | |
Summit Financial Group, Inc. | 955 | 24,438 | |
Texas Capital Bancshares, Inc.(1) | 3,977 | 227,922 | |
Third Coast Bancshares, Inc.(1) | 273 | 6,306 | |
Tompkins Financial Corp. | 1,120 | 87,662 | |
TowneBank | 5,446 | 163,053 | |
TriCo Bancshares | 2,280 | 91,268 | |
TriState Capital Holdings, Inc.(1) | 2,329 | 77,393 | |
Triumph Bancorp, Inc.(1) | 1,845 | 173,467 | |
Trustmark Corp. | 4,949 | 150,400 | |
UMB Financial Corp. | 3,434 | 333,647 | |
United Bankshares, Inc. | 10,340 | 360,659 | |
United Community Banks, Inc. | 8,055 | 280,314 | |
Univest Financial Corp. | 2,262 | 60,531 | |
Valley National Bancorp | 31,413 | 408,997 | |
Veritex Holdings, Inc. | 3,730 | 142,374 | |
Washington Trust Bancorp, Inc. | 1,312 | 68,880 |
Security | Shares | Value | |
Banks (continued) | |||
WesBanco, Inc. | 4,866 | $ 167,196 | |
West BanCorp, Inc. | 1,387 | 37,740 | |
Westamerica BanCorp. | 2,125 | 128,562 | |
$ 19,011,586 | |||
Beverages — 0.4% | |||
Celsius Holdings, Inc.(1) | 4,135 | $ 228,169 | |
Coca-Cola Consolidated, Inc. | 363 | 180,357 | |
Duckhorn Portfolio, Inc. (The)(1) | 2,773 | 50,441 | |
MGP Ingredients, Inc. | 1,083 | 92,694 | |
National Beverage Corp. | 1,978 | 86,043 | |
Primo Water Corp. | 12,333 | 175,745 | |
Zevia PBC, Class A(1) | 786 | 3,592 | |
$817,041 | |||
Biotechnology — 6.4% | |||
2seventy bio, Inc.(1) | 1,765 | $30,111 | |
4D Molecular Therapeutics, Inc.(1) | 2,159 | 32,644 | |
89bio, Inc.(1) | 560 | 2,111 | |
ACADIA Pharmaceuticals, Inc.(1) | 9,384 | 227,281 | |
Acumen Pharmaceuticals, Inc.(1) | 2,205 | 8,622 | |
Adagio Therapeutics, Inc.(1) | 4,566 | 20,821 | |
Adicet Bio, Inc.(1) | 1,640 | 32,751 | |
Adverum Biotechnologies, Inc.(1) | 7,403 | 9,698 | |
Aeglea BioTherapeutics, Inc.(1) | 3,710 | 8,533 | |
Aerovate Therapeutics, Inc.(1) | 772 | 14,151 | |
Affimed NV(1) | 9,178 | 40,108 | |
Agenus, Inc.(1) | 15,457 | 38,024 | |
Agios Pharmaceuticals, Inc.(1) | 4,200 | 122,262 | |
Akebia Therapeutics, Inc.(1) | 11,500 | 8,256 | |
Akero Therapeutics, Inc.(1) | 2,016 | 28,607 | |
Akouos, Inc.(1)(2) | 1,992 | 9,462 | |
Alaunos Therapeutics, Inc.(1) | 18,832 | 12,286 | |
Albireo Pharma, Inc.(1) | 1,419 | 42,329 | |
Aldeyra Therapeutics, Inc.(1) | 3,805 | 16,913 | |
Alector, Inc.(1) | 4,559 | 64,966 | |
Aligos Therapeutics, Inc.(1) | 1,471 | 3,163 | |
Alkermes PLC(1) | 12,578 | 330,927 | |
Allakos, Inc.(1) | 2,740 | 15,618 | |
Allogene Therapeutics, Inc.(1) | 5,332 | 48,575 | |
Allovir, Inc.(1) | 2,408 | 16,254 | |
Alpine Immune Sciences, Inc.(1) | 911 | 8,172 | |
Altimmune, Inc.(1) | 3,098 | 18,867 | |
ALX Oncology Holdings, Inc.(1) | 1,419 | 23,981 | |
Amicus Therapeutics, Inc.(1) | 20,619 | 195,262 | |
AnaptysBio, Inc.(1) | 1,512 | 37,407 |
3
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Biotechnology (continued) | |||
Anavex Life Sciences Corp.(1) | 4,866 | $ 59,900 | |
Anika Therapeutics, Inc.(1) | 1,202 | 30,182 | |
Annexon, Inc.(1) | 2,169 | 5,921 | |
Apellis Pharmaceuticals, Inc.(1) | 6,090 | 309,433 | |
Applied Molecular Transport, Inc.(1) | 1,806 | 13,581 | |
Applied Therapeutics, Inc.(1) | 1,179 | 2,488 | |
AquaBounty Technologies, Inc.(1) | 4,115 | 7,695 | |
Arbutus Biopharma Corp.(1) | 6,124 | 18,250 | |
Arcellx, Inc.(1) | 705 | 9,884 | |
Arcturus Therapeutics Holdings, Inc.(1) | 1,638 | 44,161 | |
Arcus Biosciences, Inc.(1) | 3,592 | 113,364 | |
Arcutis Biotherapeutics, Inc.(1) | 1,880 | 36,209 | |
Ardelyx, Inc.(1) | 6,633 | 7,097 | |
Arrowhead Pharmaceuticals, Inc.(1) | 7,925 | 364,471 | |
Atara Biotherapeutics, Inc.(1) | 6,782 | 63,005 | |
Athenex, Inc.(1) | 5,991 | 4,970 | |
Athersys, Inc.(1) | 15,321 | 9,277 | |
Atossa Therapeutics, Inc.(1) | 9,173 | 11,466 | |
Atreca, Inc., Class A(1) | 2,420 | 7,671 | |
Aura Biosciences, Inc.(1) | 421 | 9,262 | |
Avalo Therapeutics, Inc.(1) | 1,893 | 1,372 | |
Avid Bioservices, Inc.(1) | 4,695 | 95,637 | |
Avidity Biosciences, Inc.(1) | 2,887 | 53,323 | |
Avita Medical, Inc.(1) | 1,872 | 15,875 | |
Avrobio, Inc.(1) | 2,729 | 3,602 | |
Beam Therapeutics, Inc.(1) | 3,956 | 226,679 | |
Beyondspring, Inc.(1) | 1,774 | 3,903 | |
BioAtla, Inc.(1) | 1,190 | 5,950 | |
BioCryst Pharmaceuticals, Inc.(1) | 13,940 | 226,664 | |
Biohaven Pharmaceutical Holding Co., Ltd.(1) | 4,351 | 515,898 | |
Biomea Fusion, Inc.(1)(2) | 1,677 | 7,479 | |
Bioxcel Therapeutics, Inc.(1) | 1,350 | 28,229 | |
Black Diamond Therapeutics, Inc.(1) | 1,541 | 4,269 | |
Bluebird Bio, Inc.(1)(2) | 5,296 | 25,686 | |
Blueprint Medicines Corp.(1) | 4,576 | 292,315 | |
Bolt Biotherapeutics, Inc.(1) | 1,754 | 4,806 | |
Bridgebio Pharma, Inc.(1)(2) | 8,200 | 83,230 | |
Brooklyn ImmunoTherapeutics, Inc.(1) | 1,867 | 3,827 | |
C4 Therapeutics, Inc.(1) | 2,962 | 71,858 | |
Cardiff Oncology, Inc.(1) | 2,835 | 7,031 | |
CareDx, Inc.(1) | 3,924 | 145,149 | |
Caribou Biosciences, Inc.(1) | 3,945 | 36,215 | |
Catalyst Pharmaceuticals, Inc.(1) | 7,603 | 63,029 | |
Celcuity, Inc.(1) | 625 | 5,844 | |
Celldex Therapeutics, Inc.(1) | 3,525 | 120,062 | |
CEL-SCI Corp.(1) | 2,865 | 11,259 | |
Century Therapeutics, Inc.(1) | 905 | 11,394 |
Security | Shares | Value | |
Biotechnology (continued) | |||
Cerevel Therapeutics Holdings, Inc.(1) | 3,073 | $ 107,586 | |
ChemoCentryx, Inc.(1) | 4,033 | 101,107 | |
Chimerix, Inc.(1) | 4,840 | 22,167 | |
Chinook Therapeutics, Inc.(1) | 3,020 | 49,407 | |
Clene, Inc.(1) | 1,794 | 7,068 | |
Clovis Oncology, Inc.(1) | 7,887 | 15,932 | |
Codiak Biosciences, Inc.(1) | 1,231 | 7,718 | |
Cogent Biosciences, Inc.(1) | 2,913 | 21,818 | |
Coherus Biosciences, Inc.(1) | 5,115 | 66,035 | |
Cortexyme, Inc.(1) | 1,564 | 9,681 | |
Crinetics Pharmaceuticals, Inc.(1) | 3,562 | 78,186 | |
Cue Biopharma, Inc.(1) | 2,450 | 11,956 | |
Cullinan Oncology, Inc.(1) | 1,984 | 20,773 | |
Curis, Inc.(1) | 6,790 | 16,160 | |
Cyteir Therapeutics, Inc.(1) | 641 | 2,417 | |
Cytokinetics, Inc.(1) | 6,145 | 226,197 | |
CytomX Therapeutics, Inc.(1) | 5,010 | 13,377 | |
Day One Biopharmaceuticals, Inc.(1)(2) | 1,764 | 17,499 | |
Deciphera Pharmaceuticals, Inc.(1) | 3,305 | 30,637 | |
Denali Therapeutics, Inc.(1) | 7,134 | 229,501 | |
DermTech, Inc.(1) | 1,859 | 27,290 | |
Design Therapeutics, Inc.(1) | 2,055 | 33,188 | |
Dynavax Technologies Corp.(1) | 8,264 | 89,582 | |
Dyne Therapeutics, Inc.(1) | 2,355 | 22,702 | |
Eagle Pharmaceuticals, Inc.(1) | 867 | 42,908 | |
Editas Medicine, Inc.(1) | 5,352 | 101,795 | |
Eiger BioPharmaceuticals, Inc.(1) | 2,068 | 17,164 | |
Eliem Therapeutics, Inc.(1) | 541 | 4,539 | |
Emergent BioSolutions, Inc.(1) | 3,841 | 157,711 | |
Enanta Pharmaceuticals, Inc.(1) | 1,477 | 105,133 | |
Entrada Therapeutics, Inc.(1) | 708 | 6,648 | |
Epizyme, Inc.(1) | 7,880 | 9,062 | |
Erasca, Inc.(1) | 4,957 | 42,630 | |
Evelo Biosciences, Inc.(1) | 2,381 | 8,072 | |
Exagen, Inc.(1) | 849 | 6,818 | |
Fate Therapeutics, Inc.(1) | 6,294 | 244,018 | |
FibroGen, Inc.(1) | 7,057 | 84,825 | |
Finch Therapeutics Group, Inc.(1) | 593 | 2,983 | |
Foghorn Therapeutics, Inc.(1) | 1,534 | 23,363 | |
Forma Therapeutics Holdings, Inc.(1) | 2,458 | 22,859 | |
Forte Biosciences, Inc.(1) | 885 | 1,292 | |
Fortress Biotech, Inc.(1)(2) | 5,129 | 6,975 | |
Frequency Therapeutics, Inc.(1) | 2,140 | 4,537 | |
G1 Therapeutics, Inc.(1)(2) | 2,920 | 22,192 | |
Gemini Therapeutics, Inc.(1) | 1,718 | 2,388 | |
Generation Bio Co.(1) | 3,277 | 24,053 | |
Geron Corp.(1) | 24,481 | 33,294 |
4
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Biotechnology (continued) | |||
Global Blood Therapeutics, Inc.(1)(2) | 4,693 | $ 162,566 | |
Gossamer Bio, Inc.(1) | 4,379 | 38,010 | |
Graphite Bio, Inc.(1) | 1,246 | 6,355 | |
Greenwich Lifesciences, Inc.(1) | 316 | 6,200 | |
Gritstone bio, Inc.(1) | 3,302 | 13,604 | |
GT Biopharma, Inc.(1) | 1,870 | 5,386 | |
Halozyme Therapeutics, Inc.(1) | 10,701 | 426,756 | |
Harpoon Therapeutics, Inc.(1)(2) | 1,102 | 5,477 | |
Heron Therapeutics, Inc.(1) | 7,128 | 40,772 | |
Homology Medicines, Inc.(1) | 3,003 | 9,129 | |
Hookipa Pharma, Inc.(1) | 859 | 1,959 | |
Humanigen, Inc.(1) | 3,517 | 10,586 | |
iBio, Inc.(1) | 15,089 | 6,461 | |
Icosavax, Inc.(1) | 1,875 | 13,200 | |
Ideaya Biosciences, Inc.(1) | 2,556 | 28,602 | |
IGM Biosciences, Inc.(1) | 627 | 16,760 | |
Imago Biosciences, Inc.(1) | 1,556 | 29,984 | |
Immuneering Corp., Class A(1)(2) | 634 | 4,102 | |
Immunic, Inc.(1) | 1,216 | 13,741 | |
ImmunityBio, Inc.(1) | 5,244 | 29,419 | |
ImmunoGen, Inc.(1) | 15,644 | 74,465 | |
Immunovant, Inc.(1) | 3,141 | 17,307 | |
Impel Neuropharma, Inc.(1) | 422 | 2,688 | |
Infinity Pharmaceuticals, Inc.(1) | 6,863 | 7,824 | |
Inhibrx, Inc.(1) | 2,189 | 48,771 | |
Inovio Pharmaceuticals, Inc.(1)(2) | 16,212 | 58,201 | |
Inozyme Pharma, Inc.(1) | 692 | 2,830 | |
Insmed, Inc.(1) | 9,219 | 216,647 | |
Instil Bio, Inc.(1) | 4,179 | 44,924 | |
Intellia Therapeutics, Inc.(1) | 5,380 | 390,965 | |
Intercept Pharmaceuticals, Inc.(1) | 2,290 | 37,258 | |
Ironwood Pharmaceuticals, Inc.(1) | 11,391 | 143,299 | |
iTeos Therapeutics, Inc.(1) | 1,605 | 51,649 | |
IVERIC bio, Inc.(1) | 8,892 | 149,652 | |
Janux Therapeutics, Inc.(1) | 1,014 | 14,541 | |
Jounce Therapeutics, Inc.(1) | 2,585 | 17,552 | |
KalVista Pharmaceuticals, Inc.(1) | 1,550 | 22,847 | |
Karuna Therapeutics, Inc.(1) | 1,741 | 220,741 | |
Karyopharm Therapeutics, Inc.(1) | 6,194 | 45,650 | |
Keros Therapeutics, Inc.(1) | 1,092 | 59,383 | |
Kezar Life Sciences, Inc.(1) | 2,937 | 48,813 | |
Kiniksa Pharmaceuticals, Ltd., Class A(1) | 2,278 | 22,643 | |
Kinnate Biopharma, Inc.(1) | 1,973 | 22,216 | |
Kodiak Sciences, Inc.(1) | 2,568 | 19,825 | |
Kronos Bio, Inc.(1) | 3,044 | 22,008 | |
Krystal Biotech, Inc.(1) | 1,560 | 103,802 | |
Kura Oncology, Inc.(1) | 5,246 | 84,356 |
Security | Shares | Value | |
Biotechnology (continued) | |||
Kymera Therapeutics, Inc.(1) | 2,634 | $ 111,471 | |
Lexicon Pharmaceuticals, Inc.(1) | 5,367 | 11,217 | |
Ligand Pharmaceuticals, Inc.(1) | 1,219 | 137,125 | |
Lineage Cell Therapeutics, Inc.(1)(2) | 9,508 | 14,642 | |
Lyell Immunopharma, Inc.(1) | 11,504 | 58,095 | |
MacroGenics, Inc.(1) | 4,499 | 39,636 | |
Madrigal Pharmaceuticals, Inc.(1) | 890 | 87,327 | |
Magenta Therapeutics, Inc.(1) | 1,719 | 4,985 | |
MannKind Corp.(1) | 18,965 | 69,791 | |
MEI Pharma, Inc.(1) | 7,667 | 4,619 | |
MeiraGTx Holdings PLC(1) | 2,356 | 32,631 | |
Mersana Therapeutics, Inc.(1) | 5,400 | 21,546 | |
MiMedx Group, Inc.(1) | 8,710 | 41,024 | |
MiNK Therapeutics, Inc.(1) | 150 | 338 | |
Mirum Pharmaceuticals, Inc.(1) | 225 | 4,955 | |
Molecular Templates, Inc.(1) | 2,142 | 7,390 | |
Monte Rosa Therapeutics, Inc.(1) | 2,241 | 31,419 | |
Morphic Holding, Inc.(1) | 1,626 | 65,284 | |
Mustang Bio, Inc.(1)(2) | 4,255 | 4,298 | |
Myriad Genetics, Inc.(1) | 6,066 | 152,863 | |
Neoleukin Therapeutics, Inc.(1) | 2,623 | 4,931 | |
NexImmune, Inc.(1) | 1,353 | 5,696 | |
Nkarta, Inc.(1) | 1,106 | 12,586 | |
Nurix Therapeutics, Inc.(1) | 2,456 | 34,409 | |
Nuvalent, Inc., Class A(1) | 821 | 11,404 | |
Ocugen, Inc.(1) | 14,478 | 47,777 | |
Olema Pharmaceuticals, Inc.(1) | 1,931 | 8,226 | |
Omega Therapeutics, Inc.(1) | 1,717 | 10,714 | |
Oncocyte Corp.(1)(2) | 5,296 | 7,891 | |
Oncorus, Inc.(1)(2) | 1,601 | 2,850 | |
Oncternal Therapeutics, Inc.(1) | 3,470 | 4,823 | |
OPKO Health, Inc.(1) | 32,353 | 111,294 | |
Organogenesis Holdings, Inc.(1) | 5,386 | 41,041 | |
ORIC Pharmaceuticals, Inc.(1) | 2,339 | 12,490 | |
Outlook Therapeutics, Inc.(1)(2) | 6,867 | 12,223 | |
Oyster Point Pharma, Inc.(1) | 485 | 5,645 | |
Passage Bio, Inc.(1) | 2,908 | 9,015 | |
PMV Pharmaceuticals, Inc.(1) | 2,057 | 42,827 | |
Portage Biotech, Inc.(1) | 283 | 1,859 | |
Poseida Therapeutics, Inc.(1) | 2,693 | 12,065 | |
Praxis Precision Medicines, Inc.(1) | 2,483 | 25,351 | |
Precigen, Inc.(1) | 7,437 | 15,692 | |
Precision BioSciences, Inc.(1) | 4,034 | 12,425 | |
Prelude Therapeutics, Inc.(1)(2) | 769 | 5,306 | |
Prometheus Biosciences, Inc.(1) | 2,316 | 87,452 | |
Protagonist Therapeutics, Inc.(1) | 3,501 | 82,904 | |
Prothena Corp. PLC(1) | 2,702 | 98,812 |
5
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Biotechnology (continued) | |||
PTC Therapeutics, Inc.(1) | 5,446 | $ 203,190 | |
Puma Biotechnology, Inc.(1) | 2,522 | 7,263 | |
Pyxis Oncology, Inc.(1) | 822 | 3,321 | |
Radius Health, Inc.(1) | 3,845 | 33,951 | |
Rallybio Corp.(1) | 550 | 3,839 | |
Rapt Therapeutics, Inc.(1) | 1,664 | 36,591 | |
Recursion Pharmaceuticals, Inc., Class A(1) | 8,908 | 63,781 | |
REGENXBIO, Inc.(1) | 2,991 | 99,271 | |
Relay Therapeutics, Inc.(1) | 5,408 | 161,861 | |
Reneo Pharmaceuticals, Inc.(1) | 494 | 1,452 | |
Replimune Group, Inc.(1) | 2,280 | 38,714 | |
REVOLUTION Medicines, Inc.(1) | 4,657 | 118,800 | |
Rhythm Pharmaceuticals, Inc.(1) | 3,454 | 39,790 | |
Rigel Pharmaceuticals, Inc.(1) | 14,810 | 44,282 | |
Rocket Pharmaceuticals, Inc.(1) | 3,009 | 47,723 | |
Rubius Therapeutics, Inc.(1) | 3,535 | 19,478 | |
Sana Biotechnology, Inc.(1) | 6,618 | 54,665 | |
Sangamo Therapeutics, Inc.(1) | 9,803 | 56,955 | |
Scholar Rock Holding Corp.(1) | 2,162 | 27,868 | |
Selecta Biosciences, Inc.(1) | 5,991 | 7,369 | |
Sensei Biotherapeutics, Inc.(1) | 1,602 | 3,701 | |
Sera Prognostics, Inc., Class A(1) | 365 | 1,383 | |
Seres Therapeutics, Inc.(1) | 5,457 | 38,854 | |
Sesen Bio, Inc.(1) | 13,404 | 8,079 | |
Shattuck Labs, Inc.(1) | 2,086 | 8,886 | |
Sigilon Therapeutics, Inc.(1) | 628 | 923 | |
Silverback Therapeutics, Inc.(1) | 1,032 | 3,622 | |
Solid Biosciences, Inc.(1) | 4,720 | 5,664 | |
Sorrento Therapeutics, Inc.(1) | 23,089 | 53,797 | |
Spectrum Pharmaceuticals, Inc.(1) | 12,291 | 15,855 | |
Spero Therapeutics, Inc.(1) | 1,713 | 14,903 | |
SpringWorks Therapeutics, Inc.(1) | 2,289 | 129,191 | |
Spruce Biosciences, Inc.(1) | 584 | 1,174 | |
SQZ Biotechnologies Co.(1) | 1,785 | 8,586 | |
Stoke Therapeutics, Inc.(1) | 1,497 | 31,512 | |
Summit Therapeutics, Inc.(1)(2) | 1,762 | 4,317 | |
Surface Oncology, Inc.(1) | 2,609 | 7,670 | |
Sutro Biopharma, Inc.(1) | 3,400 | 27,948 | |
Syndax Pharmaceuticals, Inc.(1) | 3,525 | 61,265 | |
Syros Pharmaceuticals, Inc.(1) | 3,667 | 4,364 | |
Talaris Therapeutics, Inc.(1) | 1,647 | 16,207 | |
Taysha Gene Therapies, Inc.(1)(2) | 1,745 | 11,377 | |
TCR2 Therapeutics, Inc.(1) | 2,165 | 5,975 | |
Tenaya Therapeutics, Inc.(1) | 2,217 | 26,116 | |
TG Therapeutics, Inc.(1) | 9,827 | 93,455 | |
Tonix Pharmaceuticals Holding Corp.(1) | 25,614 | 5,896 | |
Travere Therapeutics, Inc.(1) | 4,501 | 115,991 |
Security | Shares | Value | |
Biotechnology (continued) | |||
Trevena, Inc.(1) | 12,822 | $ 7,051 | |
Turning Point Therapeutics, Inc.(1) | 3,605 | 96,794 | |
Twist Bioscience Corp.(1) | 4,293 | 211,988 | |
Tyra Biosciences, Inc.(1) | 940 | 10,058 | |
UroGen Pharma, Ltd.(1)(2) | 1,653 | 14,398 | |
Vanda Pharmaceuticals, Inc.(1) | 4,281 | 48,418 | |
Vaxart, Inc.(1)(2) | 9,366 | 47,205 | |
Vaxcyte, Inc.(1) | 3,117 | 75,276 | |
VBI Vaccines, Inc.(1) | 14,103 | 23,411 | |
Vera Therapeutics, Inc.(1) | 1,061 | 24,923 | |
Veracyte, Inc.(1) | 5,172 | 142,592 | |
Verastem, Inc.(1) | 14,449 | 20,373 | |
Vericel Corp.(1) | 3,645 | 139,312 | |
Verve Therapeutics, Inc.(1) | 2,827 | 64,512 | |
Vigil Neuroscience, Inc.(1) | 500 | 3,515 | |
Viking Therapeutics, Inc.(1) | 5,553 | 16,659 | |
Vincerx Pharma, Inc.(1) | 1,000 | 4,000 | |
Vir Biotechnology, Inc.(1) | 4,713 | 121,218 | |
Viracta Therapeutics, Inc.(1) | 2,843 | 13,533 | |
VistaGen Therapeutics, Inc.(1) | 15,000 | 18,600 | |
Vor BioPharma, Inc.(1) | 1,483 | 8,957 | |
Werewolf Therapeutics, Inc.(1) | 2,041 | 8,980 | |
XBiotech, Inc. | 1,143 | 9,876 | |
Xencor, Inc.(1) | 4,334 | 115,631 | |
Xilio Therapeutics, Inc.(1) | 573 | 4,051 | |
XOMA Corp.(1) | 537 | 15,025 | |
Y-mAbs Therapeutics, Inc.(1)(2) | 2,645 | 31,423 | |
Zentalis Pharmaceuticals, Inc.(1) | 2,752 | 126,977 | |
$14,520,198 | |||
Building Products — 1.2% | |||
AAON, Inc. | 3,340 | $186,138 | |
American Woodmark Corp.(1) | 1,377 | 67,404 | |
Apogee Enterprises, Inc. | 1,940 | 92,072 | |
Caesarstone, Ltd. | 1,950 | 20,514 | |
Cornerstone Building Brands, Inc.(1) | 4,293 | 104,406 | |
CSW Industrials, Inc. | 1,163 | 136,757 | |
Gibraltar Industries, Inc.(1) | 2,573 | 110,510 | |
Griffon Corp. | 3,669 | 73,490 | |
Insteel Industries, Inc. | 1,366 | 50,528 | |
JELD-WEN Holding, Inc.(1) | 7,072 | 143,420 | |
Masonite International Corp.(1) | 1,850 | 164,539 | |
PGT Innovations, Inc.(1) | 4,639 | 83,409 | |
Quanex Building Products Corp. | 2,627 | 55,141 | |
Resideo Technologies, Inc.(1) | 11,338 | 270,185 | |
Simpson Manufacturing Co., Inc. | 3,417 | 372,590 | |
UFP Industries, Inc. | 4,722 | 364,350 |
6
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Building Products (continued) | |||
View, Inc.(1)(2) | 10,783 | $ 19,841 | |
Zurn Water Solutions Corp. | 9,407 | 333,008 | |
$ 2,648,302 | |||
Capital Markets — 1.4% | |||
Artisan Partners Asset Management, Inc., Class A | 4,606 | $ 181,246 | |
Assetmark Financial Holdings(1) | 1,445 | 32,151 | |
Associated Capital Group, Inc., Class A | 224 | 9,388 | |
B. Riley Financial, Inc. | 1,590 | 111,236 | |
BGC Partners, Inc., Class A | 24,450 | 107,580 | |
Blucora, Inc.(1) | 3,770 | 73,703 | |
Brightsphere Investment Group, Inc. | 2,506 | 60,770 | |
Cohen & Steers, Inc. | 1,907 | 163,792 | |
Cowen, Inc., Class A | 2,148 | 58,211 | |
Diamond Hill Investment Group, Inc. | 250 | 46,825 | |
Donnelley Financial Solutions, Inc.(1) | 2,310 | 76,831 | |
Federated Hermes, Inc., Class B | 7,409 | 252,351 | |
Focus Financial Partners, Inc., Class A(1) | 5,043 | 230,667 | |
GAMCO Investors, Inc., Class A | 342 | 7,562 | |
GCM Grosvenor, Inc., Class A | 3,365 | 32,674 | |
Greenhill & Co., Inc. | 1,309 | 20,250 | |
Hamilton Lane, Inc., Class A | 2,688 | 207,755 | |
Houlihan Lokey, Inc. | 4,017 | 352,693 | |
Moelis & Co., Class A | 4,797 | 225,219 | |
Open Lending Corp., Class A(1) | 8,176 | 154,608 | |
Oppenheimer Holdings, Inc., Class A | 724 | 31,552 | |
Piper Sandler Cos. | 1,341 | 176,006 | |
PJT Partners, Inc., Class A | 1,843 | 116,330 | |
Pzena Investment Management, Inc., Class A | 1,231 | 9,873 | |
Sculptor Capital Management, Inc.(1) | 1,486 | 20,700 | |
StepStone Group, Inc., Class A | 3,542 | 117,099 | |
StoneX Group, Inc.(1) | 1,391 | 103,254 | |
Value Line, Inc. | 91 | 6,097 | |
Virtus Investment Partners, Inc. | 560 | 134,394 | |
WisdomTree Investments, Inc.(2) | 11,656 | 68,421 | |
$3,189,238 | |||
Chemicals — 1.9% | |||
AdvanSix, Inc. | 2,111 | $107,851 | |
American Vanguard Corp. | 2,506 | 50,922 | |
Amyris, Inc.(1) | 13,112 | 57,168 | |
Aspen Aerogels, Inc.(1) | 1,806 | 62,271 | |
Avient Corp. | 7,139 | 342,672 | |
Balchem Corp. | 2,529 | 345,714 | |
Cabot Corp. | 4,401 | 301,072 | |
Chase Corp. | 627 | 54,493 |
Security | Shares | Value | |
Chemicals (continued) | |||
Danimer Scientific, Inc.(1)(2) | 7,000 | $ 41,020 | |
Ecovyst, Inc. | 4,026 | 46,541 | |
Ferro Corp.(1) | 6,659 | 144,767 | |
FutureFuel Corp. | 1,874 | 18,234 | |
GCP Applied Technologies, Inc.(1) | 5,199 | 163,353 | |
Hawkins, Inc. | 1,498 | 68,758 | |
HB Fuller Co. | 4,089 | 270,160 | |
Ingevity Corp.(1) | 3,156 | 202,205 | |
Innospec, Inc. | 1,881 | 174,086 | |
Intrepid Potash, Inc.(1) | 831 | 68,258 | |
Koppers Holdings, Inc. | 1,571 | 43,234 | |
Kronos Worldwide, Inc. | 1,877 | 29,131 | |
Livent Corp.(1) | 12,423 | 323,868 | |
Marrone Bio Innovations, Inc.(1) | 4,928 | 5,322 | |
Minerals Technologies, Inc. | 2,636 | 174,371 | |
Orion Engineered Carbons S.A. | 4,752 | 75,889 | |
PureCycle Technologies, Inc.(1)(2) | 4,127 | 33,016 | |
Quaker Houghton | 1,058 | 182,833 | |
Rayonier Advanced Materials, Inc.(1) | 5,330 | 35,018 | |
Sensient Technologies Corp. | 3,317 | 278,462 | |
Stepan Co. | 1,690 | 166,989 | |
Tredegar Corp. | 2,145 | 25,719 | |
Trinseo PLC | 3,113 | 149,175 | |
Tronox Holdings PLC, Class A | 8,787 | 173,895 | |
Valhi, Inc. | 189 | 5,540 | |
Zymergen, Inc.(1) | 6,197 | 17,909 | |
$4,239,916 | |||
Commercial Services & Supplies — 1.7% | |||
ABM Industries, Inc. | 5,284 | $243,275 | |
ACCO Brands Corp. | 7,737 | 61,896 | |
Aris Water Solution, Inc. | 1,504 | 27,373 | |
Brady Corp., Class A | 3,699 | 171,153 | |
BrightView Holdings, Inc.(1) | 3,485 | 47,431 | |
Brink's Co. (The) | 3,816 | 259,488 | |
Casella Waste Systems, Inc., Class A(1) | 3,858 | 338,154 | |
CECO Environmental Corp.(1) | 2,281 | 12,523 | |
Cimpress PLC(1) | 1,294 | 82,286 | |
CompX International, Inc. | 124 | 2,917 | |
CoreCivic, Inc.(1) | 9,406 | 105,065 | |
Deluxe Corp. | 3,303 | 99,883 | |
Ennis, Inc. | 2,271 | 41,945 | |
GEO Group, Inc. (The)(1)(2) | 9,238 | 61,063 | |
Harsco Corp.(1) | 6,141 | 75,166 | |
Healthcare Services Group, Inc. | 6,075 | 112,813 | |
Heritage-Crystal Clean, Inc.(1) | 1,244 | 36,835 | |
HNI Corp. | 3,365 | 124,673 |
7
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Commercial Services & Supplies (continued) | |||
Interface, Inc. | 4,493 | $ 60,970 | |
KAR Auction Services, Inc.(1) | 9,114 | 164,508 | |
Kimball International, Inc., Class B | 3,203 | 27,065 | |
Matthews International Corp., Class A | 2,426 | 78,505 | |
MillerKnoll, Inc. | 5,702 | 197,061 | |
Montrose Environmental Group, Inc.(1) | 2,024 | 107,130 | |
NL Industries, Inc. | 532 | 3,825 | |
Pitney Bowes, Inc. | 14,661 | 76,237 | |
SP Plus Corp.(1) | 1,895 | 59,427 | |
Steelcase, Inc., Class A | 7,018 | 83,865 | |
Team, Inc.(1) | 2,411 | 5,328 | |
Tetra Tech, Inc. | 4,210 | 694,397 | |
UniFirst Corp. | 1,183 | 218,003 | |
US Ecology, Inc.(1) | 2,470 | 118,264 | |
Viad Corp.(1) | 1,592 | 56,739 | |
VSE Corp. | 830 | 38,255 | |
$3,893,518 | |||
Communications Equipment — 0.7% | |||
ADTRAN, Inc. | 4,115 | $75,922 | |
Aviat Networks, Inc.(1) | 756 | 23,262 | |
CalAmp Corp.(1) | 3,105 | 22,697 | |
Calix, Inc.(1) | 4,281 | 183,698 | |
Cambium Networks Corp.(1) | 659 | 15,579 | |
Casa Systems, Inc.(1) | 2,241 | 10,129 | |
Clearfield, Inc.(1) | 881 | 57,459 | |
Comtech Telecommunications Corp. | 2,055 | 32,243 | |
Digi International, Inc.(1) | 2,313 | 49,776 | |
DZS, Inc.(1) | 1,018 | 14,120 | |
EMCORE Corp.(1) | 2,864 | 10,597 | |
Extreme Networks, Inc.(1) | 9,679 | 118,181 | |
Harmonic, Inc.(1) | 7,210 | 66,981 | |
Infinera Corp.(1) | 13,753 | 119,238 | |
Inseego Corp.(1) | 6,022 | 24,389 | |
KVH Industries, Inc.(1) | 1,491 | 13,568 | |
NETGEAR, Inc.(1) | 2,438 | 60,170 | |
NetScout Systems, Inc.(1) | 5,503 | 176,536 | |
Plantronics, Inc.(1) | 3,236 | 127,498 | |
Ribbon Communications, Inc.(1) | 5,864 | 18,120 | |
Viavi Solutions, Inc.(1) | 17,839 | 286,851 | |
$1,507,014 | |||
Construction & Engineering — 1.5% | |||
Ameresco, Inc., Class A(1) | 2,423 | $192,629 | |
API Group Corp.(1) | 15,597 | 328,005 | |
Arcosa, Inc. | 3,800 | 217,550 |
Security | Shares | Value | |
Construction & Engineering (continued) | |||
Argan, Inc. | 1,319 | $ 53,538 | |
Comfort Systems USA, Inc. | 2,796 | 248,872 | |
Concrete Pumping Holdings, Inc.(1)(2) | 2,145 | 14,372 | |
Construction Partners, Inc., Class A(1) | 3,089 | 80,870 | |
Dycom Industries, Inc.(1) | 2,344 | 223,289 | |
EMCOR Group, Inc. | 4,167 | 469,329 | |
Fluor Corp.(1) | 11,138 | 319,549 | |
Granite Construction, Inc. | 3,588 | 117,686 | |
Great Lakes Dredge & Dock Corp.(1) | 5,123 | 71,876 | |
IES Holdings, Inc.(1) | 610 | 24,522 | |
Infrastructure and Energy Alternatives, Inc.(1) | 1,639 | 19,422 | |
INNOVATE Corp.(1)(2) | 3,868 | 14,273 | |
Matrix Service Co.(1) | 2,252 | 18,511 | |
MYR Group, Inc.(1) | 1,295 | 121,782 | |
Northwest Pipe Co.(1) | 837 | 21,302 | |
NV5 Global, Inc.(1) | 1,020 | 135,966 | |
Primoris Services Corp. | 4,194 | 99,901 | |
Sterling Construction Co., Inc.(1) | 2,268 | 60,782 | |
Tutor Perini Corp.(1) | 3,186 | 34,409 | |
WillScot Mobile Mini Holdings Corp.(1) | 16,359 | 640,128 | |
$3,528,563 | |||
Construction Materials — 0.1% | |||
Summit Materials, Inc., Class A(1) | 9,325 | $289,635 | |
United States Lime & Minerals, Inc. | 156 | 18,102 | |
$307,737 | |||
Consumer Finance — 0.7% | |||
Atlanticus Holdings Corp.(1) | 446 | $23,098 | |
Curo Group Holdings Corp. | 1,544 | 20,149 | |
Encore Capital Group, Inc.(1) | 1,916 | 120,191 | |
Enova International, Inc.(1) | 2,903 | 110,227 | |
EZCORP, Inc., Class A(1) | 4,319 | 26,087 | |
FirstCash Holdings, Inc. | 3,044 | 214,115 | |
Green Dot Corp., Class A(1) | 4,100 | 112,668 | |
LendingClub Corp.(1) | 7,566 | 119,392 | |
LendingTree, Inc.(1) | 911 | 109,019 | |
Navient Corp. | 11,728 | 199,845 | |
Nelnet, Inc., Class A | 1,312 | 111,507 | |
Oportun Financial Corp.(1) | 1,717 | 24,656 | |
PRA Group, Inc.(1) | 3,343 | 150,702 | |
PROG Holdings, Inc.(1) | 4,385 | 126,157 | |
Regional Management Corp. | 671 | 32,591 | |
World Acceptance Corp.(1)(2) | 366 | 70,213 | |
$1,570,617 |
8
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Containers & Packaging — 0.3% | |||
Greif, Inc., Class A | 2,023 | $ 131,616 | |
Greif, Inc., Class B | 446 | 28,437 | |
Myers Industries, Inc. | 3,117 | 67,327 | |
O-I Glass, Inc.(1) | 12,390 | 163,300 | |
Pactiv Evergreen, Inc. | 3,313 | 33,329 | |
Ranpak Holdings Corp.(1) | 2,883 | 58,900 | |
TriMas Corp. | 3,443 | 110,486 | |
$ 593,395 | |||
Distributors — 0.0%(3) | |||
Funko, Inc., Class A(1) | 1,732 | $29,877 | |
Greenlane Holdings, Inc., Class A(1) | 547 | 306 | |
$30,183 | |||
Diversified Consumer Services — 0.6% | |||
2U, Inc.(1) | 5,625 | $74,700 | |
Adtalem Global Education, Inc.(1) | 3,796 | 112,779 | |
American Public Education, Inc.(1) | 1,323 | 28,101 | |
Carriage Services, Inc. | 1,188 | 63,356 | |
Coursera, Inc.(1) | 5,644 | 130,038 | |
European Wax Center, Inc., Class A(1) | 779 | 23,027 | |
Graham Holdings Co., Class B | 304 | 185,887 | |
Houghton Mifflin Harcourt Co.(1) | 9,969 | 209,449 | |
Laureate Education, Inc., Class A | 7,612 | 90,202 | |
OneSpaWorld Holdings, Ltd.(1) | 4,007 | 40,871 | |
Perdoceo Education Corp.(1) | 5,930 | 68,076 | |
PowerSchool Holdings, Inc., Class A(1) | 3,319 | 54,797 | |
Regis Corp.(1) | 2,003 | 4,246 | |
StoneMor, Inc.(1) | 2,522 | 6,582 | |
Strategic Education, Inc. | 1,912 | 126,919 | |
Stride, Inc.(1) | 3,159 | 114,766 | |
Udemy, Inc.(1) | 1,074 | 13,382 | |
Vivint Smart Home, Inc.(1) | 7,248 | 48,997 | |
WW International, Inc.(1) | 4,129 | 42,240 | |
$1,438,415 | |||
Diversified Financial Services — 0.1% | |||
Alerus Financial Corp. | 1,321 | $36,512 | |
A-Mark Precious Metals, Inc. | 684 | 52,901 | |
Banco Latinoamericano de Comercio Exterior S.A. | 2,614 | 40,726 | |
Cannae Holdings, Inc.(1) | 6,497 | 155,408 | |
$285,547 | |||
Diversified Telecommunication Services — 0.5% | |||
Anterix, Inc.(1) | 926 | $53,615 | |
ATN International, Inc. | 967 | 38,564 |
Security | Shares | Value | |
Diversified Telecommunication Services (continued) | |||
Bandwidth, Inc., Class A(1) | 1,790 | $ 57,978 | |
Cogent Communications Holdings, Inc. | 3,270 | 216,964 | |
Consolidated Communications Holdings, Inc.(1) | 5,584 | 32,946 | |
EchoStar Corp., Class A(1) | 2,885 | 70,221 | |
Globalstar, Inc.(1) | 47,604 | 69,978 | |
IDT Corp., Class B(1) | 1,125 | 38,351 | |
Iridium Communications, Inc.(1) | 9,057 | 365,178 | |
Liberty Latin America, Ltd., Class A(1) | 3,362 | 32,611 | |
Liberty Latin America, Ltd., Class C(1) | 11,849 | 113,632 | |
Ooma, Inc.(1) | 1,488 | 22,305 | |
Radius Global Infrastructure, Inc., Class A(1) | 5,581 | 79,697 | |
Telesat Corp.(1) | 553 | 9,125 | |
$1,201,165 | |||
Electric Utilities — 0.6% | |||
ALLETE, Inc. | 4,025 | $269,594 | |
MGE Energy, Inc. | 2,857 | 227,960 | |
Otter Tail Corp. | 3,227 | 201,688 | |
PNM Resources, Inc. | 6,714 | 320,056 | |
Portland General Electric Co. | 7,059 | 389,304 | |
Via Renewables, Inc. | 1,012 | 8,339 | |
$1,416,941 | |||
Electrical Equipment — 0.9% | |||
Advent Technologies Holdings, Inc.(1) | 1,339 | $3,106 | |
Allied Motion Technologies, Inc. | 952 | 28,408 | |
American Superconductor Corp.(1) | 2,255 | 17,161 | |
Array Technologies, Inc.(1) | 10,015 | 112,869 | |
Atkore, Inc.(1) | 3,535 | 347,985 | |
AZZ, Inc. | 2,055 | 99,133 | |
Babcock & Wilcox Enterprises, Inc.(1) | 4,352 | 35,512 | |
Beam Global(1) | 689 | 14,090 | |
Blink Charging Co.(1)(2) | 2,863 | 75,755 | |
Bloom Energy Corp., Class A(1) | 10,919 | 263,694 | |
Encore Wire Corp. | 1,578 | 180,002 | |
EnerSys | 3,215 | 239,743 | |
Eos Energy Enterprises, Inc.(1)(2) | 3,294 | 13,769 | |
FTC Solar, Inc.(1) | 3,174 | 15,648 | |
FuelCell Energy, Inc.(1)(2) | 28,578 | 164,609 | |
GrafTech International, Ltd. | 15,608 | 150,149 | |
Powell Industries, Inc. | 811 | 15,750 | |
Preformed Line Products Co. | 222 | 14,079 | |
Romeo Power, Inc.(1) | 9,655 | 14,386 | |
Stem, Inc.(1) | 8,813 | 97,031 | |
Thermon Group Holdings, Inc.(1) | 2,669 | 43,238 | |
TPI Composites, Inc.(1) | 2,801 | 39,382 |
9
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Electrical Equipment (continued) | |||
Vicor Corp.(1) | 1,651 | $ 116,478 | |
$ 2,101,977 | |||
Electronic Equipment, Instruments & Components — 2.2% | |||
908 Devices, Inc.(1) | 1,442 | $ 27,412 | |
Advanced Energy Industries, Inc. | 2,950 | 253,936 | |
Aeva Technologies, Inc.(1) | 8,168 | 35,367 | |
Akoustis Technologies, Inc.(1)(2) | 4,010 | 26,065 | |
Arlo Technologies, Inc.(1) | 6,268 | 55,534 | |
Badger Meter, Inc. | 2,290 | 228,336 | |
Belden, Inc. | 3,469 | 192,183 | |
Benchmark Electronics, Inc. | 2,968 | 74,319 | |
CTS Corp. | 2,503 | 88,456 | |
Daktronics, Inc.(1) | 2,960 | 11,366 | |
ePlus, Inc.(1) | 2,086 | 116,941 | |
Fabrinet(1) | 2,899 | 304,772 | |
FARO Technologies, Inc.(1) | 1,514 | 78,607 | |
Identiv, Inc.(1) | 1,620 | 26,195 | |
II-VI, Inc.(1)(2) | 8,179 | 592,896 | |
Insight Enterprises, Inc.(1) | 2,644 | 283,754 | |
Iteris, Inc.(1) | 3,527 | 10,510 | |
Itron, Inc.(1) | 3,579 | 188,542 | |
Kimball Electronics, Inc.(1) | 2,097 | 41,919 | |
Knowles Corp.(1) | 7,204 | 155,102 | |
Luna Innovations, Inc.(1) | 2,558 | 19,722 | |
Methode Electronics, Inc. | 2,986 | 129,145 | |
MicroVision, Inc.(1) | 12,416 | 57,983 | |
Napco Security Technologies, Inc.(1) | 2,090 | 42,887 | |
nLight, Inc.(1) | 3,335 | 57,829 | |
Novanta, Inc.(1) | 2,760 | 392,720 | |
OSI Systems, Inc.(1) | 1,328 | 113,039 | |
Ouster, Inc.(1) | 9,965 | 44,843 | |
PAR Technology Corp.(1) | 1,860 | 75,032 | |
PC Connection, Inc. | 941 | 49,299 | |
Plexus Corp.(1) | 2,220 | 181,618 | |
Rogers Corp.(1) | 1,467 | 398,584 | |
Sanmina Corp.(1) | 5,037 | 203,596 | |
ScanSource, Inc.(1) | 2,089 | 72,676 | |
TTM Technologies, Inc.(1) | 8,062 | 119,479 | |
Velodyne Lidar, Inc.(1) | 5,543 | 14,190 | |
Vishay Intertechnology, Inc. | 10,456 | 204,938 | |
Vishay Precision Group, Inc.(1) | 1,011 | 32,504 | |
$5,002,296 | |||
Energy Equipment & Services — 1.1% | |||
Archrock, Inc. | 11,297 | $104,271 |
Security | Shares | Value | |
Energy Equipment & Services (continued) | |||
Bristow Group, Inc.(1) | 1,813 | $ 67,226 | |
Cactus, Inc., Class A | 4,280 | 242,847 | |
ChampionX Corp.(1) | 15,905 | 389,354 | |
DMC Global, Inc.(1) | 1,457 | 44,439 | |
Dril-Quip, Inc.(1) | 2,927 | 109,323 | |
Expro Group Holdings NV(1) | 3,593 | 63,884 | |
Helix Energy Solutions Group, Inc.(1) | 12,468 | 59,597 | |
Helmerich & Payne, Inc. | 7,987 | 341,684 | |
Liberty Oilfield Services, Inc., Class A(1) | 6,846 | 101,458 | |
Nabors Industries, Ltd.(1) | 552 | 84,301 | |
National Energy Services Reunited Corp.(1)(2) | 2,911 | 24,452 | |
Newpark Resources, Inc.(1) | 7,671 | 28,076 | |
NexTier Oilfield Solutions, Inc.(1) | 13,416 | 123,964 | |
Oceaneering International, Inc.(1) | 7,810 | 118,400 | |
Oil States International, Inc.(1) | 5,061 | 35,174 | |
Patterson-UTI Energy, Inc. | 14,898 | 230,621 | |
ProPetro Holding Corp.(1) | 6,820 | 95,003 | |
RPC, Inc.(1) | 5,124 | 54,673 | |
Select Energy Services, Inc., Class A(1) | 5,076 | 43,501 | |
Solaris Oilfield Infrastructure, Inc., Class A | 2,541 | 28,688 | |
TETRA Technologies, Inc.(1) | 9,623 | 39,551 | |
Tidewater, Inc.(1) | 3,229 | 70,198 | |
US Silica Holdings, Inc.(1) | 5,760 | 107,482 | |
$2,608,167 | |||
Entertainment — 0.8% | |||
AMC Entertainment Holdings, Inc., Class A(1)(2) | 40,288 | $992,696 | |
Chicken Soup for the Soul Entertainment, Inc.(1) | 902 | 7,207 | |
Cinemark Holdings, Inc.(1) | 8,475 | 146,448 | |
CuriosityStream, Inc.(1) | 2,040 | 5,916 | |
Eros STX Global Corp.(1)(2) | 1,250 | 3,488 | |
IMAX Corp.(1) | 3,908 | 73,978 | |
Liberty Braves Group, Series A(1) | 713 | 20,520 | |
Liberty Braves Group, Series C(1) | 3,012 | 84,065 | |
Lions Gate Entertainment Corp., Class A(1) | 4,567 | 74,214 | |
Lions Gate Entertainment Corp., Class B(1) | 9,036 | 135,811 | |
LiveXLive Media, Inc.(1) | 4,111 | 3,355 | |
Madison Square Garden Entertainment Corp.(1) | 2,038 | 169,786 | |
Marcus Corp. (The)(1)(2) | 1,876 | 33,205 | |
$1,750,689 | |||
Equity Real Estate Investment Trusts (REITs) — 6.6% | |||
Acadia Realty Trust | 6,900 | $149,523 | |
Agree Realty Corp. | 5,457 | 362,126 | |
Alexander & Baldwin, Inc. | 5,556 | 128,844 | |
Alexander's, Inc. | 184 | 47,146 |
10
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Equity Real Estate Investment Trusts (REITs) (continued) | |||
American Assets Trust, Inc. | 3,916 | $ 148,377 | |
Apartment Investment and Management Co., Class A(1) | 11,681 | 85,505 | |
Apple Hospitality REIT, Inc. | 16,468 | 295,930 | |
Armada Hoffler Properties, Inc. | 4,892 | 71,423 | |
Ashford Hospitality Trust, Inc.(1) | 858 | 8,752 | |
Braemar Hotels & Resorts, Inc. | 3,489 | 21,562 | |
Brandywine Realty Trust | 13,308 | 188,175 | |
Broadstone Net Lease, Inc. | 12,287 | 267,611 | |
BRT Apartments Corp. | 682 | 16,348 | |
CareTrust REIT, Inc. | 7,568 | 146,062 | |
CatchMark Timber Trust, Inc., Class A | 4,393 | 36,023 | |
Centerspace | 1,104 | 108,324 | |
Chatham Lodging Trust(1) | 3,800 | 52,402 | |
City Office REIT, Inc. | 3,686 | 65,095 | |
Clipper Realty, Inc. | 1,313 | 11,909 | |
Community Healthcare Trust, Inc. | 1,862 | 78,595 | |
Corporate Office Properties Trust | 8,859 | 252,836 | |
CTO Realty Growth, Inc.(2) | 466 | 30,905 | |
DiamondRock Hospitality Co.(1) | 16,248 | 164,105 | |
DigitalBridge Group, Inc.(1) | 37,494 | 269,957 | |
Diversified Healthcare Trust | 18,611 | 59,555 | |
Easterly Government Properties, Inc. | 6,683 | 141,279 | |
EastGroup Properties, Inc. | 3,161 | 642,568 | |
Empire State Realty Trust, Inc., Class A | 11,214 | 110,121 | |
Equity Commonwealth(1) | 8,440 | 238,092 | |
Essential Properties Realty Trust, Inc. | 9,181 | 232,279 | |
Farmland Partners, Inc. | 2,123 | 29,191 | |
Four Corners Property Trust, Inc. | 5,983 | 161,780 | |
Franklin Street Properties Corp. | 9,022 | 53,230 | |
Getty Realty Corp. | 3,183 | 91,097 | |
Gladstone Commercial Corp. | 2,560 | 56,371 | |
Gladstone Land Corp. | 2,444 | 89,010 | |
Global Medical REIT, Inc. | 4,446 | 72,559 | |
Global Net Lease, Inc. | 8,143 | 128,089 | |
Healthcare Realty Trust, Inc. | 11,320 | 311,074 | |
Hersha Hospitality Trust(1) | 3,227 | 29,301 | |
Independence Realty Trust, Inc. | 17,141 | 453,208 | |
Indus Realty Trust, Inc.(2) | 445 | 32,525 | |
Industrial Logistics Properties Trust | 4,982 | 112,942 | |
Innovative Industrial Properties, Inc. | 1,855 | 381,017 | |
iStar, Inc. | 5,550 | 129,925 | |
Kite Realty Group Trust | 16,779 | 382,058 | |
LTC Properties, Inc. | 3,163 | 121,681 | |
LXP Industrial Trust | 21,605 | 339,198 | |
Macerich Co. (The) | 16,397 | 256,449 | |
National Health Investors, Inc. | 3,431 | 202,463 | |
National Storage Affiliates Trust | 6,350 | 398,526 |
Security | Shares | Value | |
Equity Real Estate Investment Trusts (REITs) (continued) | |||
Necessity Retail REIT, Inc. (The) | 9,434 | $ 74,623 | |
NETSTREIT Corp. | 3,112 | 69,833 | |
NexPoint Residential Trust, Inc. | 1,745 | 157,591 | |
Office Properties Income Trust | 3,755 | 96,616 | |
One Liberty Properties, Inc. | 1,306 | 40,212 | |
Outfront Media, Inc. | 11,413 | 324,472 | |
Paramount Group, Inc. | 14,640 | 159,722 | |
Pebblebrook Hotel Trust | 10,195 | 249,574 | |
Phillips Edison & Co., Inc.(2) | 8,851 | 304,386 | |
Physicians Realty Trust | 16,980 | 297,829 | |
Piedmont Office Realty Trust, Inc., Class A | 9,509 | 163,745 | |
Plymouth Industrial REIT, Inc. | 2,417 | 65,501 | |
Postal Realty Trust, Inc., Class A | 945 | 15,895 | |
PotlatchDeltic Corp. | 5,063 | 266,972 | |
Preferred Apartment Communities, Inc., Class A | 3,903 | 97,341 | |
PS Business Parks, Inc. | 1,575 | 264,726 | |
Retail Opportunity Investments Corp. | 9,412 | 182,499 | |
Retail Value, Inc. | 1,452 | 4,443 | |
RLJ Lodging Trust | 12,682 | 178,563 | |
RPT Realty | 6,804 | 93,691 | |
Ryman Hospitality Properties, Inc.(1) | 4,218 | 391,304 | |
Sabra Health Care REIT, Inc. | 17,853 | 265,831 | |
Safehold, Inc. | 1,606 | 89,053 | |
Saul Centers, Inc. | 978 | 51,541 | |
Seritage Growth Properties, Class A(1) | 2,944 | 37,271 | |
Service Properties Trust | 12,870 | 113,642 | |
SITE Centers Corp. | 13,589 | 227,072 | |
STAG Industrial, Inc. | 13,897 | 574,641 | |
Summit Hotel Properties, Inc.(1) | 7,954 | 79,222 | |
Sunstone Hotel Investors, Inc.(1) | 16,856 | 198,564 | |
Tanger Factory Outlet Centers, Inc. | 7,847 | 134,890 | |
Terreno Realty Corp. | 5,701 | 422,159 | |
UMH Properties, Inc. | 3,128 | 76,918 | |
Uniti Group, Inc. | 15,252 | 209,868 | |
Universal Health Realty Income Trust | 1,113 | 64,966 | |
Urban Edge Properties | 8,878 | 169,570 | |
Urstadt Biddle Properties, Inc., Class A | 2,599 | 48,887 | |
Veris Residential, Inc.(1) | 6,888 | 119,782 | |
Washington Real Estate Investment Trust | 6,640 | 169,320 | |
Whitestone REIT | 3,231 | 42,811 | |
Xenia Hotels & Resorts, Inc.(1) | 9,217 | 177,796 | |
$15,036,465 | |||
Food & Staples Retailing — 1.1% | |||
Andersons, Inc. (The) | 2,432 | $122,232 | |
BJ's Wholesale Club Holdings, Inc.(1) | 10,704 | 723,697 | |
Chefs' Warehouse, Inc. (The)(1) | 2,573 | 83,880 |
11
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Food & Staples Retailing (continued) | |||
HF Foods Group, Inc.(1) | 3,141 | $ 20,919 | |
Ingles Markets, Inc., Class A | 1,077 | 95,907 | |
MedAvail Holdings, Inc.(1) | 919 | 892 | |
Natural Grocers by Vitamin Cottage, Inc. | 875 | 17,150 | |
Performance Food Group Co.(1) | 11,843 | 602,927 | |
PriceSmart, Inc. | 1,850 | 145,910 | |
Rite Aid Corp.(1)(2) | 4,628 | 40,495 | |
SpartanNash Co. | 2,800 | 92,372 | |
Sprouts Farmers Market, Inc.(1) | 8,798 | 281,360 | |
United Natural Foods, Inc.(1) | 4,376 | 180,948 | |
Village Super Market, Inc., Class A | 640 | 15,680 | |
Weis Markets, Inc. | 1,290 | 92,132 | |
$2,516,501 | |||
Food Products — 1.0% | |||
AppHarvest, Inc.(1)(2) | 5,348 | $28,745 | |
B&G Foods, Inc. | 5,023 | 135,520 | |
Calavo Growers, Inc. | 1,424 | 51,905 | |
Cal-Maine Foods, Inc. | 3,155 | 174,219 | |
Fresh Del Monte Produce, Inc. | 2,749 | 71,227 | |
Hostess Brands, Inc.(1) | 10,500 | 230,370 | |
J&J Snack Foods Corp. | 1,156 | 179,296 | |
John B. Sanfilippo & Son, Inc. | 716 | 59,743 | |
Laird Superfood, Inc.(1) | 261 | 942 | |
Lancaster Colony Corp. | 1,489 | 222,084 | |
Landec Corp.(1) | 2,282 | 26,425 | |
Limoneira Co. | 1,228 | 18,027 | |
Mission Produce, Inc.(1) | 2,908 | 36,786 | |
Sanderson Farms, Inc. | 1,593 | 298,672 | |
Seneca Foods Corp., Class A(1) | 594 | 30,615 | |
Simply Good Foods Co. (The)(1) | 6,676 | 253,354 | |
Sovos Brands, Inc.(1) | 1,988 | 28,190 | |
Tattooed Chef, Inc.(1) | 3,667 | 46,131 | |
Tootsie Roll Industries, Inc. | 1,257 | 43,931 | |
TreeHouse Foods, Inc.(1) | 4,077 | 131,524 | |
Utz Brands, Inc.(2) | 4,623 | 68,328 | |
Vita Coco Co., Inc. (The)(1) | 852 | 7,634 | |
Vital Farms, Inc.(1) | 1,946 | 24,053 | |
Whole Earth Brands, Inc.(1) | 2,930 | 20,979 | |
$2,188,700 | |||
Gas Utilities — 1.0% | |||
Brookfield Infrastructure Corp., Class A(2) | 4,831 | $364,451 | |
Chesapeake Utilities Corp. | 1,388 | 191,211 | |
New Jersey Resources Corp. | 7,408 | 339,731 | |
Northwest Natural Holding Co. | 2,394 | 123,818 |
Security | Shares | Value | |
Gas Utilities (continued) | |||
ONE Gas, Inc. | 4,136 | $ 364,961 | |
South Jersey Industries, Inc. | 8,079 | 279,129 | |
Southwest Gas Holdings, Inc. | 5,146 | 402,880 | |
Spire, Inc. | 3,887 | 278,931 | |
$ 2,345,112 | |||
Health Care Equipment & Supplies — 3.2% | |||
Accelerate Diagnostics, Inc.(1) | 2,287 | $ 3,293 | |
Accuray, Inc.(1) | 6,420 | 21,250 | |
Acutus Medical, Inc.(1) | 838 | 1,165 | |
Alphatec Holdings, Inc.(1) | 5,397 | 62,065 | |
AngioDynamics, Inc.(1) | 2,837 | 61,109 | |
Apyx Medical Corp.(1) | 2,938 | 19,185 | |
Artivion, Inc.(1) | 3,149 | 67,326 | |
Asensus Surgical, Inc.(1) | 18,346 | 11,499 | |
Aspira Women's Health, Inc.(1) | 6,816 | 7,089 | |
AtriCure, Inc.(1) | 3,557 | 233,588 | |
Atrion Corp. | 107 | 76,291 | |
Avanos Medical, Inc.(1) | 3,690 | 123,615 | |
AxoGen, Inc.(1) | 3,047 | 24,193 | |
Axonics, Inc.(1) | 3,513 | 219,914 | |
BioLife Solutions, Inc.(1) | 803 | 18,252 | |
Bioventus, Inc., Class A(1) | 2,087 | 29,427 | |
Butterfly Network, Inc.(1) | 9,650 | 45,934 | |
Cardiovascular Systems, Inc.(1) | 3,081 | 69,631 | |
Cerus Corp.(1) | 13,159 | 72,243 | |
ClearPoint Neuro, Inc.(1) | 1,475 | 15,355 | |
CONMED Corp. | 2,277 | 338,248 | |
CryoPort, Inc.(1) | 3,246 | 113,318 | |
Cue Health, Inc.(1) | 1,127 | 7,269 | |
Cutera, Inc.(1) | 1,488 | 102,672 | |
CVRx, Inc.(1) | 623 | 3,732 | |
CytoSorbents Corp.(1) | 3,468 | 11,063 | |
DarioHealth Corp.(1) | 1,057 | 6,173 | |
Eargo, Inc.(1) | 1,514 | 8,009 | |
Glaukos Corp.(1) | 3,577 | 206,822 | |
Haemonetics Corp.(1) | 3,956 | 250,098 | |
Heska Corp.(1) | 751 | 103,848 | |
Inari Medical, Inc.(1) | 2,665 | 241,556 | |
Inogen, Inc.(1) | 1,598 | 51,807 | |
Integer Holdings Corp.(1) | 2,576 | 207,548 | |
Intersect ENT, Inc.(1) | 2,690 | 75,347 | |
Invacare Corp.(1) | 2,498 | 3,522 | |
iRadimed Corp. | 490 | 21,972 | |
iRhythm Technologies, Inc.(1) | 2,350 | 370,054 | |
Lantheus Holdings, Inc.(1) | 5,359 | 296,406 | |
LeMaitre Vascular, Inc. | 1,477 | 68,636 |
12
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Health Care Equipment & Supplies (continued) | |||
LivaNova PLC(1) | 4,172 | $ 341,395 | |
Lucid Diagnostics, Inc.(1) | 390 | 1,310 | |
Meridian Bioscience, Inc.(1) | 3,556 | 92,314 | |
Merit Medical Systems, Inc.(1) | 4,025 | 267,743 | |
Mesa Laboratories, Inc. | 404 | 102,971 | |
Natus Medical, Inc.(1) | 2,645 | 69,511 | |
Neogen Corp.(1) | 8,253 | 254,522 | |
Neuronetics, Inc.(1) | 1,958 | 5,933 | |
NeuroPace, Inc.(1) | 546 | 4,483 | |
Nevro Corp.(1) | 2,713 | 196,231 | |
NuVasive, Inc.(1) | 4,062 | 230,315 | |
OraSure Technologies, Inc.(1) | 6,111 | 41,433 | |
Ortho Clinical Diagnostics Holdings PLC(1) | 9,309 | 173,706 | |
Orthofix Medical, Inc.(1) | 1,619 | 52,941 | |
OrthoPediatrics Corp.(1) | 1,056 | 57,013 | |
Outset Medical, Inc.(1) | 3,587 | 162,850 | |
Paragon 28, Inc.(1) | 701 | 11,735 | |
PAVmed, Inc.(1)(2) | 5,168 | 6,822 | |
PROCEPT BioRobotics Corp.(1) | 559 | 19,559 | |
Pulmonx Corp.(1) | 1,991 | 49,397 | |
Pulse Biosciences, Inc.(1) | 1,155 | 5,613 | |
Quotient, Ltd.(1)(2) | 5,345 | 6,414 | |
Retractable Technologies, Inc.(1) | 1,172 | 5,567 | |
RxSight, Inc.(1) | 1,370 | 16,961 | |
SeaSpine Holdings Corp.(1) | 2,490 | 30,278 | |
Senseonics Holdings, Inc.(1) | 32,570 | 64,163 | |
Shockwave Medical, Inc.(1) | 2,637 | 546,808 | |
SI-BONE, Inc.(1) | 2,542 | 57,449 | |
Sientra, Inc.(1) | 4,505 | 10,001 | |
Sight Sciences, Inc.(1) | 1,732 | 20,022 | |
Silk Road Medical, Inc.(1) | 2,660 | 109,831 | |
STAAR Surgical Co.(1) | 3,713 | 296,706 | |
Stereotaxis, Inc.(1) | 3,905 | 14,566 | |
SurModics, Inc.(1) | 1,145 | 51,903 | |
Tactile Systems Technology, Inc.(1) | 1,650 | 33,264 | |
Talis Biomedical Corp.(1) | 1,077 | 1,519 | |
TransMedics Group, Inc.(1) | 2,122 | 57,167 | |
Treace Medical Concepts, Inc.(1) | 2,325 | 43,966 | |
UFP Technologies, Inc.(1) | 499 | 33,019 | |
Utah Medical Products, Inc. | 296 | 26,599 | |
Vapotherm, Inc.(1) | 1,694 | 23,547 | |
Varex Imaging Corp.(1) | 2,939 | 62,571 | |
ViewRay, Inc.(1) | 10,682 | 41,873 | |
Zynex, Inc. | 1,511 | 9,414 | |
$7,381,929 |
Security | Shares | Value | |
Health Care Providers & Services — 2.8% | |||
1Life Healthcare, Inc.(1) | 9,143 | $ 101,304 | |
Accolade, Inc.(1)(2) | 3,947 | 69,309 | |
AdaptHealth Corp.(1) | 5,494 | 88,069 | |
Addus HomeCare Corp.(1) | 1,220 | 113,814 | |
Agiliti, Inc.(1) | 1,772 | 37,389 | |
AirSculpt Technologies, Inc.(1) | 508 | 6,949 | |
Alignment Healthcare, Inc.(1) | 6,131 | 68,851 | |
AMN Healthcare Services, Inc.(1) | 3,697 | 385,708 | |
Apollo Medical Holdings, Inc.(1)(2) | 2,944 | 142,696 | |
Aveanna Healthcare Holdings, Inc.(1) | 3,026 | 10,319 | |
Biodesix, Inc.(1) | 963 | 1,628 | |
Brookdale Senior Living, Inc.(1) | 14,512 | 102,310 | |
Castle Biosciences, Inc.(1) | 1,671 | 74,961 | |
Community Health Systems, Inc.(1) | 9,743 | 115,649 | |
CorVel Corp.(1) | 676 | 113,866 | |
Covetrus, Inc.(1) | 8,115 | 136,251 | |
Cross Country Healthcare, Inc.(1) | 2,877 | 62,345 | |
Ensign Group, Inc. (The) | 4,029 | 362,650 | |
Fulgent Genetics, Inc.(1) | 1,591 | 99,294 | |
Hanger, Inc.(1) | 3,196 | 58,583 | |
HealthEquity, Inc.(1) | 6,415 | 432,628 | |
InfuSystem Holdings, Inc.(1) | 1,278 | 12,524 | |
Innovage Holding Corp.(1) | 1,437 | 9,226 | |
Invitae Corp.(1) | 15,672 | 124,906 | |
Joint Corp. (The)(1) | 1,060 | 37,513 | |
LHC Group, Inc.(1) | 2,395 | 403,797 | |
LifeStance Health Group, Inc.(1) | 5,575 | 56,363 | |
MEDNAX, Inc.(1) | 5,969 | 140,152 | |
ModivCare, Inc.(1) | 983 | 113,428 | |
National HealthCare Corp. | 1,074 | 75,427 | |
National Research Corp. | 1,192 | 47,263 | |
Ontrak, Inc.(1) | 623 | 1,411 | |
Option Care Health, Inc.(1) | 12,287 | 350,917 | |
Owens & Minor, Inc. | 5,688 | 250,386 | |
Patterson Cos., Inc. | 6,720 | 217,526 | |
Pennant Group, Inc. (The)(1) | 2,149 | 40,036 | |
PetIQ, Inc.(1) | 2,070 | 50,508 | |
Privia Health Group, Inc.(1) | 3,251 | 86,899 | |
Progyny, Inc.(1) | 4,947 | 254,276 | |
R1 RCM, Inc.(1) | 9,108 | 243,730 | |
RadNet, Inc.(1) | 3,530 | 78,966 | |
Select Medical Holdings Corp. | 8,471 | 203,219 | |
Sharps Compliance Corp.(1) | 1,261 | 7,440 | |
SOC Telemed, Inc.(1) | 3,210 | 9,598 | |
Surgery Partners, Inc.(1) | 2,655 | 146,158 | |
Tenet Healthcare Corp.(1) | 8,293 | 712,866 |
13
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Health Care Providers & Services (continued) | |||
Tivity Health, Inc.(1) | 3,414 | $ 109,828 | |
US Physical Therapy, Inc. | 1,002 | 99,649 | |
Viemed Healthcare, Inc.(1) | 3,037 | 15,124 | |
$ 6,483,709 | |||
Health Care Technology — 1.0% | |||
Allscripts Healthcare Solutions, Inc.(1) | 9,502 | $ 213,985 | |
American Well Corp., Class A(1) | 14,037 | 59,096 | |
Computer Programs and Systems, Inc.(1) | 938 | 32,314 | |
Convey Health Solutions Holdings, Inc.(1) | 1,032 | 6,749 | |
Evolent Health, Inc., Class A(1) | 6,141 | 198,354 | |
Forian, Inc.(1)(2) | 1,423 | 9,904 | |
Health Catalyst, Inc.(1) | 4,079 | 106,584 | |
HealthStream, Inc.(1) | 1,939 | 38,625 | |
iCad, Inc.(1) | 1,776 | 7,921 | |
Inspire Medical Systems, Inc.(1) | 2,102 | 539,563 | |
Multiplan Corp.(1)(2) | 25,299 | 118,399 | |
NantHealth, Inc.(1) | 2,382 | 1,795 | |
NextGen Healthcare, Inc.(1) | 4,587 | 95,914 | |
Omnicell, Inc.(1) | 3,419 | 442,726 | |
OptimizeRx Corp.(1) | 1,258 | 47,439 | |
Phreesia, Inc.(1) | 3,747 | 98,771 | |
Schrodinger, Inc.(1) | 3,553 | 121,229 | |
Simulations Plus, Inc.(2) | 1,252 | 63,827 | |
Tabula Rasa HealthCare, Inc.(1) | 1,809 | 10,420 | |
$2,213,615 | |||
Hotels, Restaurants & Leisure — 2.2% | |||
Accel Entertainment, Inc.(1) | 4,464 | $54,372 | |
Bally's Corp.(1) | 2,560 | 78,694 | |
Biglari Holdings, Inc., Class B(1) | 80 | 11,569 | |
BJ's Restaurants, Inc.(1) | 1,896 | 53,657 | |
Bloomin' Brands, Inc. | 7,121 | 156,235 | |
Bluegreen Vacations Holding Corp.(1) | 1,107 | 32,734 | |
Brinker International, Inc.(1) | 3,483 | 132,911 | |
Carrols Restaurant Group, Inc. | 3,096 | 6,997 | |
Century Casinos, Inc.(1) | 1,662 | 19,861 | |
Cheesecake Factory, Inc. (The)(1) | 3,448 | 137,196 | |
Chuy's Holdings, Inc.(1) | 1,681 | 45,387 | |
Cracker Barrel Old Country Store, Inc. | 1,860 | 220,838 | |
Dave & Buster's Entertainment, Inc.(1) | 3,314 | 162,717 | |
Denny's Corp.(1) | 4,997 | 71,507 | |
Dine Brands Global, Inc. | 1,363 | 106,246 | |
Drive Shack, Inc.(1) | 6,477 | 9,975 | |
El Pollo Loco Holdings, Inc.(1) | 1,580 | 18,360 | |
Esports Technologies, Inc.(1) | 849 | 5,722 |
Security | Shares | Value | |
Hotels, Restaurants & Leisure (continued) | |||
Everi Holdings, Inc.(1) | 6,554 | $ 137,634 | |
F45 Training Holdings, Inc.(1) | 2,461 | 26,333 | |
Fiesta Restaurant Group, Inc.(1) | 1,520 | 11,362 | |
First Watch Restaurant Group, Inc.(1) | 848 | 11,066 | |
Full House Resorts, Inc.(1) | 2,565 | 24,650 | |
GAN, Ltd.(1) | 3,146 | 15,164 | |
Golden Entertainment, Inc.(1) | 1,341 | 77,872 | |
Golden Nugget Online Gaming, Inc.(1) | 3,058 | 21,742 | |
Hall of Fame Resort & Entertainment Co.(1) | 4,311 | 4,785 | |
Hilton Grand Vacations, Inc.(1) | 6,710 | 348,987 | |
International Game Technology PLC(2) | 7,729 | 190,752 | |
Jack in the Box, Inc. | 1,673 | 156,275 | |
Krispy Kreme, Inc.(2) | 6,602 | 98,040 | |
Kura Sushi USA, Inc., Class A(1) | 280 | 15,442 | |
Life Time Group Holdings, Inc.(1) | 3,007 | 43,722 | |
Lindblad Expeditions Holdings, Inc.(1) | 2,177 | 32,829 | |
Monarch Casino & Resort, Inc.(1) | 1,097 | 95,691 | |
Nathan's Famous, Inc. | 237 | 12,838 | |
NeoGames S.A.(1) | 799 | 12,329 | |
Noodles & Co.(1) | 3,189 | 19,038 | |
ONE Group Hospitality, Inc. (The)(1) | 1,532 | 16,101 | |
Papa John's International, Inc. | 2,594 | 273,096 | |
PlayAGS, Inc.(1) | 1,838 | 12,259 | |
Portillo's, Inc., Class A(1) | 1,818 | 44,650 | |
RCI Hospitality Holdings, Inc. | 655 | 40,256 | |
Red Robin Gourmet Burgers, Inc.(1) | 1,310 | 22,087 | |
Red Rock Resorts, Inc., Class A | 4,163 | 202,155 | |
Rush Street Interactive, Inc.(1) | 4,103 | 29,829 | |
Ruth's Hospitality Group, Inc. | 2,742 | 62,737 | |
Scientific Games Corp., Class A(1) | 7,513 | 441,389 | |
SeaWorld Entertainment, Inc.(1) | 3,949 | 293,964 | |
Shake Shack, Inc., Class A(1) | 2,959 | 200,916 | |
Sweetgreen, Inc.(1)(2) | 957 | 30,614 | |
Target Hospitality Corp.(1) | 2,913 | 17,478 | |
Texas Roadhouse, Inc. | 5,477 | 458,589 | |
Wingstop, Inc. | 2,288 | 268,497 | |
Xponential Fitness, Inc., Class A(1) | 710 | 16,642 | |
$5,112,788 | |||
Household Durables — 1.5% | |||
Aterian, Inc.(1)(2) | 1,551 | $3,769 | |
Bassett Furniture Industries, Inc. | 730 | 12,089 | |
Beazer Homes USA, Inc.(1) | 2,263 | 34,443 | |
Cavco Industries, Inc.(1) | 708 | 170,522 | |
Century Communities, Inc. | 2,378 | 127,389 | |
Ethan Allen Interiors, Inc. | 1,924 | 50,159 | |
Flexsteel Industries, Inc. | 521 | 10,055 |
14
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Household Durables (continued) | |||
GoPro, Inc., Class A(1) | 10,449 | $ 89,130 | |
Green Brick Partners, Inc.(1) | 2,495 | 49,301 | |
Hamilton Beach Brands Holding Co., Class A | 584 | 6,792 | |
Helen of Troy, Ltd.(1) | 1,886 | 369,354 | |
Hooker Furnishings Corp. | 834 | 15,796 | |
Hovnanian Enterprises, Inc., Class A(1) | 401 | 23,699 | |
Installed Building Products, Inc. | 1,819 | 153,687 | |
iRobot Corp.(1) | 2,193 | 139,036 | |
KB Home | 6,143 | 198,910 | |
Landsea Homes Corp.(1) | 471 | 4,027 | |
La-Z-Boy, Inc. | 3,625 | 95,591 | |
Legacy Housing Corp.(1) | 380 | 8,155 | |
LGI Homes, Inc.(1) | 1,679 | 164,005 | |
Lifetime Brands, Inc. | 858 | 11,017 | |
Lovesac Co. (The)(1) | 1,001 | 54,114 | |
M / I Homes, Inc.(1) | 2,268 | 100,586 | |
MDC Holdings, Inc. | 4,484 | 169,675 | |
Meritage Homes Corp.(1) | 2,857 | 226,360 | |
Purple Innovation, Inc.(1) | 4,415 | 25,828 | |
Skyline Champion Corp.(1) | 4,028 | 221,057 | |
Snap One Holdings Corp.(1)(2) | 1,018 | 15,015 | |
Sonos, Inc.(1)(2) | 9,948 | 280,733 | |
Taylor Morrison Home Corp.(1) | 9,353 | 254,589 | |
Traeger, Inc.(1) | 1,729 | 12,864 | |
TRI Pointe Homes, Inc.(1) | 8,664 | 173,973 | |
Tupperware Brands Corp.(1) | 4,044 | 78,656 | |
Universal Electronics, Inc.(1) | 1,001 | 31,271 | |
VOXX International Corp.(1) | 1,752 | 17,467 | |
Vuzix Corp.(1)(2) | 4,601 | 30,367 | |
Weber, Inc., Class A(2) | 1,304 | 12,818 | |
$3,442,299 | |||
Household Products — 0.2% | |||
Central Garden & Pet Co.(1) | 789 | $34,685 | |
Central Garden & Pet Co., Class A(1) | 3,253 | 132,657 | |
Energizer Holdings, Inc. | 5,338 | 164,197 | |
Oil-Dri Corp. of America | 406 | 11,632 | |
WD-40 Co.(2) | 1,071 | 196,239 | |
$539,410 | |||
Independent Power and Renewable Electricity Producers — 0.3% | |||
Clearway Energy, Inc., Class A | 2,672 | $89,031 | |
Clearway Energy, Inc., Class C | 6,435 | 234,942 | |
Ormat Technologies, Inc. | 3,562 | 291,478 | |
Sunnova Energy International, Inc.(1) | 6,748 | 155,609 | |
$771,060 |
Security | Shares | Value | |
Insurance — 1.8% | |||
Ambac Financial Group, Inc.(1) | 3,798 | $ 39,499 | |
American Equity Investment Life Holding Co. | 6,343 | 253,149 | |
American National Group, Inc. | 584 | 110,428 | |
AMERISAFE, Inc. | 1,636 | 81,260 | |
Argo Group International Holdings, Ltd. | 2,431 | 100,352 | |
Bright Health Group, Inc.(1)(2) | 20,071 | 38,737 | |
BRP Group, Inc., Class A(1) | 3,625 | 97,259 | |
Citizens, Inc.(1) | 4,427 | 18,770 | |
CNO Financial Group, Inc. | 9,320 | 233,839 | |
Crawford & Co., Class A | 1,459 | 11,030 | |
Donegal Group, Inc., Class A | 916 | 12,284 | |
eHealth, Inc.(1) | 1,915 | 23,765 | |
Employers Holdings, Inc. | 2,341 | 96,028 | |
Enstar Group, Ltd.(1) | 952 | 248,615 | |
Genworth Financial, Inc., Class A(1) | 39,760 | 150,293 | |
Goosehead Insurance, Inc., Class A | 1,389 | 109,134 | |
Greenlight Capital Re, Ltd., Class A(1) | 2,647 | 18,714 | |
HCI Group, Inc. | 444 | 30,272 | |
Heritage Insurance Holdings, Inc. | 1,906 | 13,609 | |
Horace Mann Educators Corp. | 3,199 | 133,814 | |
Investors Title Co. | 111 | 22,556 | |
James River Group Holdings, Ltd. | 2,807 | 69,445 | |
Kinsale Capital Group, Inc. | 1,686 | 384,442 | |
Maiden Holdings, Ltd.(1) | 5,451 | 13,137 | |
MBIA, Inc.(1) | 3,800 | 58,482 | |
MetroMile, Inc.(1) | 7,444 | 9,826 | |
National Western Life Group, Inc., Class A | 193 | 40,607 | |
NI Holdings, Inc.(1) | 903 | 15,315 | |
Palomar Holdings, Inc.(1) | 1,927 | 123,309 | |
ProAssurance Corp. | 4,215 | 113,299 | |
RLI Corp. | 3,068 | 339,413 | |
Safety Insurance Group, Inc. | 1,197 | 108,747 | |
Selective Insurance Group, Inc. | 4,660 | 416,418 | |
Selectquote, Inc.(1) | 10,628 | 29,652 | |
SiriusPoint, Ltd.(1) | 7,085 | 52,996 | |
Stewart Information Services Corp. | 2,046 | 124,008 | |
Tiptree, Inc. | 2,311 | 29,696 | |
Trean Insurance Group, Inc.(1) | 1,026 | 4,812 | |
Trupanion, Inc.(1) | 2,994 | 266,825 | |
United Fire Group, Inc. | 1,866 | 57,977 | |
United Insurance Holdings Corp. | 1,483 | 4,909 | |
Universal Insurance Holdings, Inc. | 2,530 | 34,130 | |
$4,140,852 | |||
Interactive Media & Services — 0.5% | |||
CarGurus, Inc.(1) | 7,351 | $312,123 |
15
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Interactive Media & Services (continued) | |||
Cars.com, Inc.(1) | 5,290 | $ 76,335 | |
Eventbrite, Inc., Class A(1) | 5,885 | 86,921 | |
EverQuote, Inc., Class A(1) | 1,239 | 20,047 | |
fuboTV, Inc.(1) | 10,311 | 67,743 | |
Liberty TripAdvisor Holdings, Inc., Class A(1) | 6,271 | 12,856 | |
MediaAlpha, Inc., Class A(1) | 1,490 | 24,660 | |
Outbrain, Inc.(1) | 1,884 | 20,215 | |
QuinStreet, Inc.(1) | 4,141 | 48,036 | |
Society Pass, Inc.(1) | 245 | 728 | |
TrueCar, Inc.(1) | 7,838 | 30,960 | |
Yelp, Inc.(1) | 5,683 | 193,847 | |
Ziff Davis, Inc.(1) | 3,400 | 329,052 | |
$1,223,523 | |||
Internet & Direct Marketing Retail — 0.4% | |||
1-800-Flowers.com, Inc., Class A(1) | 2,081 | $26,554 | |
1stdibs.com, Inc.(1) | 1,580 | 12,624 | |
aka Brands Holding Corp.(1) | 737 | 3,258 | |
CarParts.com, Inc.(1) | 3,715 | 24,891 | |
Duluth Holdings, Inc., Class B(1) | 634 | 7,754 | |
Groupon, Inc.(1)(2) | 2,006 | 38,575 | |
Lands' End, Inc.(1) | 1,134 | 19,187 | |
Liquidity Services, Inc.(1) | 2,122 | 36,329 | |
Lulu's Fashion Lounge Holdings, Inc.(1) | 448 | 3,037 | |
Overstock.com, Inc.(1) | 3,371 | 148,341 | |
PetMed Express, Inc. | 1,778 | 45,872 | |
Porch Group, Inc.(1) | 5,911 | 41,052 | |
Quotient Technology, Inc.(1) | 7,590 | 48,424 | |
RealReal, Inc. (The)(1) | 6,166 | 44,765 | |
Rent the Runway, Inc., Class A(1) | 1,326 | 9,136 | |
Revolve Group, Inc.(1) | 2,816 | 151,191 | |
Shutterstock, Inc. | 1,794 | 166,986 | |
Stitch Fix, Inc., Class A(1) | 6,294 | 63,381 | |
Xometry, Inc., Class A(1)(2) | 1,914 | 70,339 | |
$961,696 | |||
IT Services — 1.4% | |||
BigCommerce Holdings, Inc., Series 1(1) | 3,684 | $80,716 | |
Brightcove, Inc.(1) | 3,175 | 24,765 | |
Cantaloupe, Inc.(1) | 4,569 | 30,932 | |
Cass Information Systems, Inc. | 1,244 | 45,916 | |
Conduent, Inc.(1) | 13,421 | 69,252 | |
CSG Systems International, Inc. | 2,496 | 158,671 | |
DigitalOcean Holdings, Inc.(1) | 3,898 | 225,499 | |
EVERTEC, Inc. | 4,750 | 194,417 | |
Evo Payments, Inc., Class A(1) | 3,485 | 80,469 |
Security | Shares | Value | |
IT Services (continued) | |||
ExlService Holdings, Inc.(1) | 2,575 | $ 368,920 | |
Flywire Corp.(1) | 4,360 | 133,329 | |
GreenBox POS(1)(2) | 1,362 | 5,748 | |
Grid Dynamics Holdings, Inc.(1) | 3,515 | 49,491 | |
Hackett Group, Inc. (The) | 1,931 | 44,529 | |
I3 Verticals, Inc., Class A(1) | 1,552 | 43,239 | |
IBEX Holdings, Ltd.(1) | 410 | 6,535 | |
International Money Express, Inc.(1) | 2,539 | 52,329 | |
Limelight Networks, Inc.(1) | 10,253 | 53,521 | |
LiveRamp Holdings, Inc.(1) | 5,104 | 190,839 | |
MAXIMUS, Inc. | 4,809 | 360,434 | |
MoneyGram International, Inc.(1) | 6,865 | 72,494 | |
Paya Holdings, Inc.(1) | 6,446 | 37,774 | |
Perficient, Inc.(1) | 2,495 | 274,675 | |
Priority Technology Holdings, Inc.(1) | 578 | 3,323 | |
Rackspace Technology, Inc.(1) | 4,217 | 47,062 | |
Remitly Global, Inc.(1) | 949 | 9,367 | |
Repay Holdings Corp.(1) | 6,641 | 98,088 | |
StarTek, Inc.(1) | 1,434 | 6,353 | |
TTEC Holdings, Inc. | 1,476 | 121,799 | |
Tucows, Inc., Class A(1) | 790 | 53,957 | |
Unisys Corp.(1) | 5,033 | 108,763 | |
Verra Mobility Corp.(1) | 11,805 | 192,185 | |
$3,245,391 | |||
Leisure Products — 0.4% | |||
Acushnet Holdings Corp. | 2,628 | $105,803 | |
American Outdoor Brands, Inc.(1) | 1,183 | 15,533 | |
AMMO, Inc.(1)(2) | 6,601 | 31,685 | |
Callaway Golf Co.(1) | 9,076 | 212,560 | |
Clarus Corp. | 1,811 | 41,254 | |
Escalade, Inc. | 888 | 11,722 | |
Genius Brands International, Inc.(1)(2) | 22,131 | 22,574 | |
Johnson Outdoors, Inc., Class A | 405 | 31,481 | |
Latham Group, Inc.(1) | 3,322 | 43,983 | |
Malibu Boats, Inc., Class A(1) | 1,589 | 92,178 | |
Marine Products Corp. | 813 | 9,390 | |
MasterCraft Boat Holdings, Inc.(1) | 1,615 | 39,745 | |
Nautilus, Inc.(1) | 2,617 | 10,782 | |
Smith + Wesson Brands, Inc. | 3,675 | 55,603 | |
Solo Brands, Inc., Class A(1) | 906 | 7,728 | |
Sturm Ruger & Co., Inc. | 1,347 | 93,778 | |
Vista Outdoor, Inc.(1) | 4,408 | 157,321 | |
$983,120 |
16
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Life Sciences Tools & Services — 0.6% | |||
Absci Corp.(1) | 4,312 | $ 36,350 | |
Akoya Biosciences, Inc.(1) | 599 | 6,583 | |
Alpha Teknova, Inc.(1) | 534 | 7,375 | |
Berkeley Lights, Inc.(1) | 3,760 | 26,734 | |
Bionano Genomics, Inc.(1) | 22,055 | 56,902 | |
ChromaDex Corp.(1) | 3,310 | 8,143 | |
Codex DNA, Inc.(1) | 595 | 3,195 | |
Codexis, Inc.(1) | 4,645 | 95,780 | |
Cytek Biosciences, Inc.(1) | 7,567 | 81,572 | |
Fluidigm Corp.(1) | 6,011 | 21,579 | |
Harvard Bioscience, Inc.(1) | 3,333 | 20,698 | |
Inotiv, Inc.(1)(2) | 1,015 | 26,573 | |
IsoPlexis Corp.(1) | 650 | 2,229 | |
MaxCyte, Inc.(1)(2) | 7,417 | 51,845 | |
Medpace Holdings, Inc.(1) | 2,268 | 371,022 | |
NanoString Technologies, Inc.(1)(2) | 3,557 | 123,606 | |
NeoGenomics, Inc.(1) | 8,828 | 107,260 | |
Pacific Biosciences of California, Inc.(1) | 14,908 | 135,663 | |
Personalis, Inc.(1) | 2,791 | 22,858 | |
Quanterix Corp.(1) | 2,420 | 70,640 | |
Rapid Micro Biosystems, Inc., Class A(1) | 613 | 4,162 | |
Seer, Inc.(1) | 3,190 | 48,616 | |
Singular Genomics Systems, Inc.(1) | 3,653 | 23,050 | |
$1,352,435 | |||
Machinery — 3.4% | |||
AgEagle Aerial Systems, Inc.(1)(2) | 5,233 | $6,227 | |
Alamo Group, Inc. | 804 | 115,607 | |
Albany International Corp., Class A | 2,359 | 198,911 | |
Altra Industrial Motion Corp. | 5,081 | 197,803 | |
Astec Industries, Inc. | 1,870 | 80,410 | |
Barnes Group, Inc. | 3,822 | 153,606 | |
Blue Bird Corp.(1) | 1,311 | 24,673 | |
Chart Industries, Inc.(1) | 2,855 | 490,403 | |
CIRCOR International, Inc.(1) | 1,669 | 44,429 | |
Columbus McKinnon Corp. | 2,183 | 92,559 | |
Commercial Vehicle Group, Inc.(1) | 2,513 | 21,235 | |
Desktop Metal, Inc., Class A(1) | 13,685 | 64,867 | |
Douglas Dynamics, Inc. | 1,952 | 67,520 | |
Energy Recovery, Inc.(1) | 3,367 | 67,811 | |
Enerpac Tool Group Corp. | 4,678 | 102,401 | |
EnPro Industries, Inc. | 1,619 | 158,225 | |
ESCO Technologies, Inc. | 1,961 | 137,113 | |
Evoqua Water Technologies Corp.(1) | 9,075 | 426,344 | |
Federal Signal Corp. | 4,620 | 155,925 | |
Franklin Electric Co., Inc. | 3,555 | 295,207 |
Security | Shares | Value | |
Machinery (continued) | |||
Gorman-Rupp Co. (The) | 1,774 | $ 63,651 | |
Greenbrier Cos., Inc. (The) | 2,622 | 135,059 | |
Helios Technologies, Inc. | 2,542 | 203,996 | |
Hillenbrand, Inc. | 5,594 | 247,087 | |
Hydrofarm Holdings Group, Inc.(1) | 2,984 | 45,208 | |
Hyliion Holdings Corp.(1) | 9,193 | 40,725 | |
Hyster-Yale Materials Handling, Inc. | 806 | 26,767 | |
Ideanomics, Inc.(1)(2) | 32,035 | 35,879 | |
John Bean Technologies Corp. | 2,461 | 291,555 | |
Kadant, Inc. | 883 | 171,470 | |
Kennametal, Inc. | 6,410 | 183,390 | |
Lindsay Corp. | 855 | 134,244 | |
Luxfer Holdings PLC | 2,400 | 40,320 | |
Manitowoc Co., Inc. (The)(1) | 2,727 | 41,123 | |
Mayville Engineering Co., Inc.(1) | 556 | 5,210 | |
Meritor, Inc.(1) | 5,202 | 185,035 | |
Miller Industries, Inc. | 1,050 | 29,568 | |
Mueller Industries, Inc. | 4,308 | 233,364 | |
Mueller Water Products, Inc., Class A | 12,351 | 159,575 | |
Nikola Corp.(1) | 17,252 | 184,769 | |
NN, Inc.(1) | 3,488 | 10,045 | |
Omega Flex, Inc. | 248 | 32,208 | |
Park-Ohio Holdings Corp. | 726 | 10,215 | |
Proto Labs, Inc.(1) | 2,175 | 115,058 | |
RBC Bearings, Inc.(1) | 2,180 | 422,658 | |
REV Group, Inc. | 2,574 | 34,492 | |
Shyft Group, Inc. (The) | 2,714 | 98,003 | |
SPX Corp.(1) | 3,497 | 172,787 | |
SPX FLOW, Inc.(1) | 3,305 | 284,957 | |
Standex International Corp. | 1,000 | 99,920 | |
Tennant Co. | 1,415 | 111,502 | |
Terex Corp. | 5,366 | 191,352 | |
Titan International, Inc.(1) | 3,959 | 58,316 | |
Trinity Industries, Inc. | 6,042 | 207,603 | |
Wabash National Corp. | 3,910 | 58,024 | |
Watts Water Technologies, Inc., Class A | 2,158 | 301,235 | |
Welbilt, Inc.(1) | 10,023 | 238,046 | |
$7,805,692 | |||
Marine — 0.3% | |||
Costamare, Inc. | 4,298 | $73,281 | |
Eagle Bulk Shipping, Inc. | 653 | 44,476 | |
Genco Shipping & Trading, Ltd. | 2,519 | 59,499 | |
Matson, Inc. | 3,214 | 387,672 | |
Safe Bulkers, Inc. | 4,225 | 20,111 | |
$585,039 |
17
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Media — 1.0% | |||
Advantage Solutions, Inc.(1) | 5,990 | $ 38,216 | |
AMC Networks, Inc., Class A(1) | 2,381 | 96,740 | |
Audacy, Inc.(1) | 10,833 | 31,307 | |
Boston Omaha Corp., Class A(1) | 1,383 | 35,087 | |
Cardlytics, Inc.(1) | 2,507 | 137,835 | |
Clear Channel Outdoor Holdings, Inc.(1) | 28,478 | 98,534 | |
comScore, Inc.(1) | 4,319 | 12,568 | |
Daily Journal Corp.(1) | 88 | 27,455 | |
Digital Media Solutions, Inc., Class A(1) | 236 | 859 | |
Emerald Holding, Inc.(1) | 2,053 | 6,980 | |
Entravision Communications Corp., Class A | 5,618 | 36,011 | |
EW Scripps Co. (The), Class A(1) | 4,675 | 97,193 | |
Fluent, Inc.(1) | 2,683 | 5,581 | |
Gannett Co., Inc.(1) | 10,067 | 45,402 | |
Gray Television, Inc. | 6,701 | 147,891 | |
Hemisphere Media Group, Inc.(1) | 1,449 | 6,622 | |
iHeartMedia, Inc., Class A(1) | 8,782 | 166,243 | |
Integral Ad Science Holding Corp.(1) | 2,499 | 34,486 | |
John Wiley & Sons, Inc., Class A | 3,384 | 179,454 | |
Magnite, Inc.(1) | 9,955 | 131,506 | |
National CineMedia, Inc. | 5,225 | 13,272 | |
Scholastic Corp. | 2,038 | 82,091 | |
Sinclair Broadcast Group, Inc., Class A | 3,764 | 105,467 | |
Stagwell, Inc.(1) | 4,901 | 35,483 | |
TechTarget, Inc.(1) | 1,981 | 161,016 | |
TEGNA, Inc. | 17,344 | 388,506 | |
Thryv Holdings, Inc.(1) | 507 | 14,257 | |
WideOpenWest, Inc.(1) | 4,110 | 71,678 | |
$2,207,740 | |||
Metals & Mining — 1.4% | |||
Allegheny Technologies, Inc.(1) | 9,766 | $262,119 | |
Arconic Corp.(1) | 8,259 | 211,596 | |
Carpenter Technology Corp. | 3,863 | 162,169 | |
Century Aluminum Co.(1) | 4,012 | 105,556 | |
Coeur Mining, Inc.(1) | 19,006 | 84,577 | |
Commercial Metals Co. | 9,208 | 383,237 | |
Compass Minerals International, Inc. | 2,622 | 164,635 | |
Constellium SE(1) | 9,626 | 173,268 | |
Ferroglobe Representation & Warranty Insurance Trust(4) | 5,015 | 0 | |
Gatos Silver, Inc.(1) | 3,557 | 15,366 | |
Haynes International, Inc. | 1,062 | 45,241 | |
Hecla Mining Co. | 41,687 | 273,884 | |
Kaiser Aluminum Corp. | 1,239 | 116,664 | |
Materion Corp. | 1,598 | 137,013 | |
MP Materials Corp.(1) | 5,920 | 339,453 |
Security | Shares | Value | |
Metals & Mining (continued) | |||
Novagold Resources, Inc.(1) | 19,333 | $ 149,444 | |
Olympic Steel, Inc. | 846 | 32,537 | |
Perpetua Resources Corp.(1) | 2,101 | 8,614 | |
PolyMet Mining Corp.(1) | 2,264 | 9,486 | |
Ryerson Holding Corp. | 1,274 | 44,615 | |
Schnitzer Steel Industries, Inc., Class A | 2,033 | 105,594 | |
SunCoke Energy, Inc. | 6,534 | 58,218 | |
TimkenSteel Corp.(1) | 3,716 | 81,306 | |
Warrior Met Coal, Inc. | 3,946 | 146,436 | |
Worthington Industries, Inc. | 2,593 | 133,306 | |
$3,244,334 | |||
Mortgage Real Estate Investment Trusts (REITs) — 1.2% | |||
AFC Gamma, Inc. | 969 | $18,527 | |
Angel Oak Mortgage, Inc. | 557 | 9,140 | |
Apollo Commercial Real Estate Finance, Inc. | 11,004 | 153,286 | |
Arbor Realty Trust, Inc. | 11,125 | 189,792 | |
Ares Commercial Real Estate Corp. | 3,355 | 52,070 | |
ARMOUR Residential REIT, Inc. | 6,323 | 53,113 | |
Blackstone Mortgage Trust, Inc., Class A | 12,289 | 390,667 | |
BrightSpire Capital, Inc. | 6,877 | 63,612 | |
Broadmark Realty Capital, Inc. | 10,466 | 90,531 | |
Chicago Atlantic Real Estate Finance, Inc.(2) | 450 | 7,979 | |
Chimera Investment Corp. | 18,054 | 217,370 | |
Dynex Capital, Inc.(2) | 2,384 | 38,621 | |
Ellington Financial, Inc.(2) | 4,162 | 73,875 | |
Franklin BSP Realty Trust, Inc. | 2,684 | 37,522 | |
Granite Point Mortgage Trust, Inc. | 4,738 | 52,687 | |
Great Ajax Corp. | 1,593 | 18,686 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 5,976 | 283,442 | |
Invesco Mortgage Capital, Inc.(2) | 22,370 | 51,004 | |
KKR Real Estate Finance Trust, Inc.(2) | 2,732 | 56,307 | |
Ladder Capital Corp. | 9,254 | 109,845 | |
MFA Financial, Inc. | 34,716 | 139,905 | |
New York Mortgage Trust, Inc. | 29,773 | 108,671 | |
Orchid Island Capital, Inc. | 9,475 | 30,794 | |
PennyMac Mortgage Investment Trust | 7,980 | 134,782 | |
Ready Capital Corp. | 4,965 | 74,773 | |
Redwood Trust, Inc. | 9,115 | 95,981 | |
TPG RE Finance Trust, Inc. | 5,301 | 62,605 | |
Two Harbors Investment Corp.(2) | 26,598 | 147,087 | |
$2,762,674 | |||
Multiline Retail — 0.4% | |||
Big Lots, Inc. | 2,489 | $86,119 | |
Dillard's, Inc., Class A | 451 | 121,044 |
18
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Multiline Retail (continued) | |||
Franchise Group, Inc. | 2,222 | $ 92,057 | |
Macy's, Inc. | 23,396 | 569,927 | |
$ 869,147 | |||
Multi-Utilities — 0.4% | |||
Avista Corp. | 5,527 | $ 249,544 | |
Black Hills Corp. | 4,945 | 380,864 | |
NorthWestern Corp. | 4,133 | 250,005 | |
Unitil Corp. | 1,244 | 62,051 | |
$942,464 | |||
Oil, Gas & Consumable Fuels — 5.1% | |||
Aemetis, Inc.(1) | 1,820 | $23,059 | |
Alto Ingredients, Inc.(1) | 5,608 | 38,247 | |
Antero Resources Corp.(1) | 22,440 | 685,093 | |
Arch Resources, Inc. | 1,159 | 159,223 | |
Berry Corp. | 5,491 | 56,667 | |
Brigham Minerals, Inc., Class A | 3,175 | 81,121 | |
California Resources Corp. | 6,335 | 283,365 | |
Callon Petroleum Co.(1) | 3,675 | 217,119 | |
Centennial Resource Development, Inc., Class A(1) | 14,198 | 114,578 | |
Centrus Energy Corp., Class A(1) | 741 | 24,972 | |
Chesapeake Energy Corp. | 8,126 | 706,962 | |
Civitas Resources, Inc. | 3,360 | 200,626 | |
Clean Energy Fuels Corp.(1) | 12,133 | 96,336 | |
CNX Resources Corp.(1) | 15,600 | 323,232 | |
Comstock Resources, Inc.(1) | 7,181 | 93,712 | |
CONSOL Energy, Inc.(1) | 2,677 | 100,736 | |
Crescent Energy, Inc., Class A(2) | 2,320 | 40,229 | |
CVR Energy, Inc. | 2,550 | 65,127 | |
Delek US Holdings, Inc.(1) | 5,349 | 113,506 | |
Denbury, Inc.(1) | 3,956 | 310,823 | |
DHT Holdings, Inc. | 11,353 | 65,847 | |
Dorian LPG, Ltd. | 2,343 | 33,950 | |
Earthstone Energy, Inc., Class A(1) | 2,393 | 30,224 | |
Energy Fuels, Inc.(1) | 11,554 | 105,719 | |
Equitrans Midstream Corp. | 32,071 | 270,679 | |
Falcon Minerals Corp. | 3,404 | 22,943 | |
Frontline, Ltd. / Bermuda(1) | 9,366 | 82,421 | |
Gevo, Inc.(1) | 15,305 | 71,627 | |
Golar LNG, Ltd.(1) | 7,912 | 196,059 | |
Green Plains, Inc.(1) | 3,659 | 113,466 | |
HighPeak Energy, Inc. | 391 | 8,680 | |
International Seaways, Inc. | 3,231 | 58,287 | |
Kinetik Holdings, Inc., Class A | 256 | 16,643 | |
Kosmos Energy, Ltd.(1) | 34,681 | 249,356 |
Security | Shares | Value | |
Oil, Gas & Consumable Fuels (continued) | |||
Laredo Petroleum, Inc.(1) | 986 | $ 78,032 | |
Magnolia Oil & Gas Corp., Class A | 11,273 | 266,606 | |
Matador Resources Co. | 8,684 | 460,078 | |
Murphy Oil Corp. | 11,492 | 464,162 | |
Nordic American Tankers, Ltd.(2) | 11,683 | 24,885 | |
Northern Oil and Gas, Inc. | 4,741 | 133,649 | |
Oasis Petroleum, Inc.(1) | 1,582 | 231,447 | |
Ovintiv, Inc. | 20,462 | 1,106,380 | |
Par Pacific Holdings, Inc.(1) | 3,112 | 40,518 | |
PBF Energy, Inc., Class A(1) | 7,855 | 191,426 | |
PDC Energy, Inc. | 7,536 | 547,716 | |
Peabody Energy Corp.(1) | 6,948 | 170,434 | |
Range Resources Corp.(1) | 18,749 | 569,595 | |
Ranger Oil Corp.(1) | 1,641 | 56,664 | |
Renewable Energy Group, Inc.(1) | 3,508 | 212,760 | |
REX American Resources Corp.(1) | 441 | 43,924 | |
Riley Exploration Permian, Inc. | 821 | 20,591 | |
Scorpio Tankers, Inc. | 3,824 | 81,757 | |
SFL Corp., Ltd. | 9,585 | 97,575 | |
SM Energy Co. | 9,284 | 361,612 | |
Southwestern Energy Co.(1) | 78,553 | 563,225 | |
Talos Energy, Inc.(1) | 2,891 | 45,649 | |
Teekay Corp.(1) | 5,446 | 17,264 | |
Teekay Tankers, Ltd., Class A(1) | 1,870 | 25,881 | |
Tellurian, Inc.(1) | 27,611 | 146,338 | |
Uranium Energy Corp.(1)(2) | 19,805 | 90,905 | |
Ur-Energy, Inc.(1) | 14,187 | 22,699 | |
W&T Offshore, Inc.(1) | 8,233 | 31,450 | |
Whiting Petroleum Corp. | 3,089 | 251,784 | |
World Fuel Services Corp. | 4,892 | 132,280 | |
$11,547,920 | |||
Paper & Forest Products — 0.1% | |||
Clearwater Paper Corp.(1) | 1,465 | $41,064 | |
Glatfelter Corp. | 3,755 | 46,487 | |
Neenah, Inc. | 1,433 | 56,833 | |
Schweitzer-Mauduit International, Inc. | 2,615 | 71,912 | |
$216,296 | |||
Personal Products — 0.5% | |||
Beauty Health Co. (The)(1)(2) | 6,686 | $112,860 | |
BellRing Brands, Inc.(1) | 8,823 | 203,635 | |
Edgewell Personal Care Co. | 4,259 | 156,177 | |
elf Beauty, Inc.(1) | 3,854 | 99,549 | |
Honest Co. Inc. (The)(1) | 6,574 | 34,250 | |
Inter Parfums, Inc. | 1,382 | 121,685 |
19
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Personal Products (continued) | |||
Medifast, Inc. | 919 | $ 156,947 | |
Nature's Sunshine Products, Inc.(1) | 1,018 | 17,123 | |
NewAge, Inc.(1) | 10,439 | 6,065 | |
Nu Skin Enterprises, Inc., Class A | 3,897 | 186,588 | |
Revlon, Inc., Class A(1) | 576 | 4,648 | |
Thorne HealthTech, Inc.(1) | 519 | 3,301 | |
USANA Health Sciences, Inc.(1) | 927 | 73,650 | |
Veru, Inc.(1)(2) | 4,379 | 21,151 | |
$1,197,629 | |||
Pharmaceuticals — 1.4% | |||
9 Meters Biopharma, Inc.(1) | 16,663 | $9,986 | |
Aclaris Therapeutics, Inc.(1) | 3,979 | 68,598 | |
Aerie Pharmaceuticals, Inc.(1) | 3,106 | 28,265 | |
Amneal Pharmaceuticals, Inc.(1) | 8,537 | 35,599 | |
Amphastar Pharmaceuticals, Inc.(1) | 3,073 | 110,321 | |
Ampio Pharmaceuticals, Inc.(1) | 14,914 | 7,010 | |
Amylyx Pharmaceuticals, Inc.(1) | 744 | 9,560 | |
Angion Biomedica Corp.(1) | 1,669 | 3,538 | |
ANI Pharmaceuticals, Inc.(1) | 781 | 21,954 | |
Antares Pharma, Inc.(1) | 14,209 | 58,257 | |
Arvinas, Inc.(1) | 3,641 | 245,039 | |
Atea Pharmaceuticals, Inc.(1) | 5,064 | 36,562 | |
Athira Pharma, Inc.(1) | 2,529 | 34,142 | |
Axsome Therapeutics, Inc.(1) | 2,179 | 90,189 | |
Cara Therapeutics, Inc.(1) | 3,311 | 40,229 | |
Cassava Sciences, Inc.(1)(2) | 3,000 | 111,420 | |
CinCor Pharma, Inc.(1) | 900 | 15,786 | |
Citius Pharmaceuticals, Inc.(1)(2) | 8,903 | 15,936 | |
Collegium Pharmaceutical, Inc.(1) | 2,817 | 57,354 | |
Corcept Therapeutics, Inc.(1) | 6,780 | 152,686 | |
CorMedix, Inc.(1)(2) | 2,679 | 14,681 | |
Cymabay Therapeutics, Inc.(1) | 5,958 | 18,529 | |
DICE Therapeutics, Inc.(1) | 1,076 | 20,584 | |
Durect Corp.(1)(2) | 17,472 | 11,704 | |
Edgewise Therapeutics, Inc.(1)(2) | 2,990 | 29,003 | |
Endo International PLC(1) | 18,425 | 42,562 | |
Esperion Therapeutics, Inc.(1)(2) | 4,480 | 20,787 | |
Evolus, Inc.(1) | 2,529 | 28,375 | |
EyePoint Pharmaceuticals, Inc.(1) | 1,657 | 20,133 | |
Fulcrum Therapeutics, Inc.(1) | 2,042 | 48,293 | |
Harmony Biosciences Holdings, Inc.(1) | 1,753 | 85,283 | |
Ikena Oncology, Inc.(1) | 2,142 | 13,066 | |
Innoviva, Inc.(1) | 3,324 | 64,319 | |
Intra-Cellular Therapies, Inc.(1) | 6,170 | 377,542 | |
Kala Pharmaceuticals, Inc.(1) | 3,497 | 4,826 | |
Kaleido Biosciences, Inc.(1) | 995 | 1,642 |
Security | Shares | Value | |
Pharmaceuticals (continued) | |||
KemPharm, Inc.(1) | 2,241 | $ 11,272 | |
Landos Biopharma, Inc.(1) | 515 | 760 | |
Marinus Pharmaceuticals, Inc.(1) | 2,896 | 27,078 | |
Mind Medicine MindMed, Inc.(1) | 25,253 | 28,031 | |
NGM Biopharmaceuticals, Inc.(1) | 2,499 | 38,110 | |
Nuvation Bio, Inc.(1) | 12,286 | 64,624 | |
Ocular Therapeutix, Inc.(1) | 5,745 | 28,438 | |
Omeros Corp.(1)(2) | 4,994 | 30,014 | |
Oramed Pharmaceuticals, Inc.(1) | 2,094 | 18,113 | |
Pacira BioSciences, Inc.(1) | 3,468 | 264,678 | |
Paratek Pharmaceuticals, Inc.(1) | 3,554 | 10,555 | |
Phathom Pharmaceuticals, Inc.(1) | 1,588 | 21,613 | |
Phibro Animal Health Corp., Class A | 1,619 | 32,299 | |
Pliant Therapeutics, Inc.(1) | 1,954 | 13,698 | |
Prestige Consumer Healthcare, Inc.(1) | 3,927 | 207,895 | |
Provention Bio, Inc.(1) | 3,744 | 27,406 | |
Rain Therapeutics, Inc.(1) | 1,230 | 6,236 | |
Reata Pharmaceuticals, Inc., Class A(1) | 2,153 | 70,532 | |
Relmada Therapeutics, Inc.(1) | 1,926 | 51,983 | |
Revance Therapeutics, Inc.(1) | 5,362 | 104,559 | |
Seelos Therapeutics, Inc.(1) | 5,944 | 4,980 | |
SIGA Technologies, Inc.(1) | 4,584 | 32,501 | |
Supernus Pharmaceuticals, Inc.(1) | 3,766 | 121,717 | |
Tarsus Pharmaceuticals, Inc.(1) | 515 | 8,662 | |
Terns Pharmaceuticals, Inc.(1) | 708 | 2,103 | |
TherapeuticsMD, Inc.(1) | 27,432 | 10,424 | |
Theravance Biopharma, Inc.(1) | 4,637 | 44,330 | |
Theseus Pharmaceuticals, Inc.(1) | 889 | 10,250 | |
Ventyx Biosciences, Inc.(1) | 807 | 10,951 | |
Verrica Pharmaceuticals, Inc.(1) | 1,080 | 8,759 | |
WaVe Life Sciences, Ltd.(1) | 2,106 | 4,212 | |
$3,270,543 | |||
Professional Services — 1.7% | |||
Acacia Research Corp.(1) | 4,242 | $19,131 | |
ASGN, Inc.(1) | 3,985 | 465,089 | |
Atlas Technical Consultants, Inc.(1) | 1,056 | 12,714 | |
Barrett Business Services, Inc. | 606 | 46,947 | |
CBIZ, Inc.(1) | 3,836 | 160,997 | |
CRA International, Inc. | 558 | 47,017 | |
Exponent, Inc. | 4,062 | 438,899 | |
First Advantage Corp.(1) | 4,254 | 85,888 | |
Forrester Research, Inc.(1) | 966 | 54,502 | |
Franklin Covey Co.(1) | 1,007 | 45,537 | |
Heidrick & Struggles International, Inc. | 1,525 | 60,360 | |
HireQuest, Inc. | 399 | 7,629 | |
HireRight Holdings Corp.(1) | 1,733 | 29,634 |
20
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Professional Services (continued) | |||
Huron Consulting Group, Inc.(1) | 1,753 | $ 80,305 | |
ICF International, Inc. | 1,480 | 139,327 | |
Insperity, Inc. | 2,849 | 286,097 | |
KBR, Inc. | 11,041 | 604,274 | |
Kelly Services, Inc., Class A | 2,680 | 58,129 | |
Kforce, Inc. | 1,567 | 115,911 | |
Korn Ferry | 4,165 | 270,475 | |
ManTech International Corp. / VA, Class A | 2,150 | 185,309 | |
Mistras Group, Inc.(1) | 1,338 | 8,844 | |
Resources Connection, Inc. | 2,400 | 41,136 | |
Sterling Check Corp.(1) | 1,281 | 33,857 | |
TriNet Group, Inc.(1) | 3,179 | 312,686 | |
TrueBlue, Inc.(1) | 2,943 | 85,023 | |
Upwork, Inc.(1) | 9,146 | 212,553 | |
Willdan Group, Inc.(1) | 898 | 27,560 | |
$3,935,830 | |||
Real Estate Management & Development — 0.7% | |||
Cushman & Wakefield PLC(1) | 10,637 | $218,165 | |
Douglas Elliman, Inc. | 5,632 | 41,113 | |
eXp World Holdings, Inc. | 4,867 | 103,034 | |
Fathom Holdings, Inc.(1)(2) | 407 | 4,355 | |
Forestar Group, Inc.(1) | 1,430 | 25,397 | |
FRP Holdings, Inc.(1) | 588 | 33,986 | |
Kennedy-Wilson Holdings, Inc. | 9,417 | 229,681 | |
Marcus & Millichap, Inc. | 1,962 | 103,358 | |
Newmark Group, Inc., Class A | 13,039 | 207,581 | |
Rafael Holdings, Inc., Class B(1) | 770 | 1,933 | |
RE / MAX Holdings, Inc., Class A | 1,564 | 43,370 | |
Realogy Holdings Corp.(1) | 9,326 | 146,232 | |
Redfin Corp.(1) | 7,977 | 143,905 | |
RMR Group, Inc. (The), Class A | 1,361 | 42,327 | |
St. Joe Co. (The) | 2,613 | 154,794 | |
Tejon Ranch Co.(1) | 1,572 | 28,705 | |
$1,527,936 | |||
Road & Rail — 0.9% | |||
ArcBest Corp. | 1,957 | $157,539 | |
Avis Budget Group, Inc.(1) | 3,225 | 849,142 | |
Covenant Logistics Group, Inc. | 905 | 19,485 | |
Daseke, Inc.(1) | 3,140 | 31,620 | |
Heartland Express, Inc. | 3,887 | 54,690 | |
HyreCar, Inc.(1) | 1,374 | 3,270 | |
Marten Transport, Ltd. | 5,049 | 89,670 | |
PAM Transportation Services, Inc.(1) | 748 | 25,993 | |
Saia, Inc.(1) | 2,074 | 505,683 |
Security | Shares | Value | |
Road & Rail (continued) | |||
Universal Truckload Services, Inc. | 475 | $ 9,571 | |
US Xpress Enterprises, Inc., Class A(1) | 1,727 | 6,701 | |
Werner Enterprises, Inc. | 4,874 | 199,834 | |
Yellow Corp.(1) | 3,948 | 27,675 | |
$ 1,980,873 | |||
Semiconductors & Semiconductor Equipment — 3.1% | |||
Alpha & Omega Semiconductor, Ltd.(1) | 1,700 | $ 92,905 | |
Ambarella, Inc.(1) | 2,735 | 286,956 | |
Amkor Technology, Inc. | 8,120 | 176,367 | |
Atomera, Inc.(1)(2) | 1,466 | 19,146 | |
Axcelis Technologies, Inc.(1) | 2,553 | 192,828 | |
AXT, Inc.(1) | 3,267 | 22,934 | |
CEVA, Inc.(1) | 1,882 | 76,503 | |
CMC Materials, Inc. | 2,194 | 406,768 | |
Cohu, Inc.(1) | 3,598 | 106,501 | |
Credo Technology Group Holding, Ltd.(1) | 1,710 | 26,043 | |
Diodes, Inc.(1) | 3,342 | 290,721 | |
FormFactor, Inc.(1) | 6,098 | 256,299 | |
Ichor Holdings, Ltd.(1) | 2,200 | 78,364 | |
Impinj, Inc.(1) | 1,504 | 95,564 | |
Kopin Corp.(1) | 6,085 | 15,395 | |
Kulicke & Soffa Industries, Inc. | 4,801 | 268,952 | |
Lattice Semiconductor Corp.(1) | 10,595 | 645,765 | |
MACOM Technology Solutions Holdings, Inc.(1) | 3,818 | 228,584 | |
MaxLinear, Inc.(1) | 5,440 | 317,424 | |
Meta Materials, Inc.(1)(2) | 16,796 | 28,049 | |
NeoPhotonics Corp.(1) | 4,198 | 63,852 | |
NVE Corp. | 408 | 22,224 | |
Onto Innovation, Inc.(1) | 3,734 | 324,447 | |
PDF Solutions, Inc.(1) | 2,532 | 70,567 | |
Photronics, Inc.(1) | 4,620 | 78,401 | |
Power Integrations, Inc. | 4,568 | 423,362 | |
Rambus, Inc.(1) | 8,317 | 265,229 | |
Semtech Corp.(1) | 5,072 | 351,693 | |
Silicon Laboratories, Inc.(1) | 2,940 | 441,588 | |
SiTime Corp.(1) | 1,263 | 312,997 | |
SkyWater Technology, Inc.(1) | 616 | 6,671 | |
SMART Global Holdings, Inc.(1)(2) | 3,784 | 97,741 | |
SunPower Corp.(1) | 6,461 | 138,782 | |
Synaptics, Inc.(1) | 3,060 | 610,470 | |
Ultra Clean Holdings, Inc.(1) | 3,443 | 145,949 | |
Veeco Instruments, Inc.(1) | 4,143 | 112,648 | |
$7,098,689 |
21
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Software — 5.1% | |||
8x8, Inc.(1) | 8,347 | $ 105,089 | |
A10 Networks, Inc. | 4,968 | 69,304 | |
ACI Worldwide, Inc.(1) | 9,317 | 293,392 | |
Agilysys, Inc.(1) | 1,551 | 61,854 | |
Alarm.com Holdings, Inc.(1) | 3,708 | 246,434 | |
Alkami Technology, Inc.(1) | 2,198 | 31,453 | |
Altair Engineering, Inc., Class A(1) | 3,545 | 228,298 | |
American Software, Inc., Class A | 2,315 | 48,245 | |
Appfolio, Inc., Class A(1) | 1,469 | 166,305 | |
Appian Corp.(1) | 3,084 | 187,569 | |
Arteris, Inc.(1) | 390 | 5,070 | |
Asana, Inc., Class A(1) | 5,706 | 228,069 | |
Avaya Holdings Corp.(1) | 6,471 | 81,987 | |
AvidXchange Holdings, Inc.(1) | 1,956 | 15,746 | |
Benefitfocus, Inc.(1)(2) | 2,338 | 29,505 | |
Blackbaud, Inc.(1) | 3,795 | 227,207 | |
Blackline, Inc.(1) | 4,193 | 307,011 | |
Bottomline Technologies (de), Inc.(1) | 3,431 | 194,469 | |
Box, Inc., Class A(1) | 10,595 | 307,891 | |
BTRS Holdings, Inc.(1) | 7,375 | 55,165 | |
Cerence, Inc.(1)(2) | 2,967 | 107,109 | |
ChannelAdvisor Corp.(1) | 2,410 | 39,934 | |
Cleanspark, Inc.(1) | 2,567 | 31,754 | |
Commvault Systems, Inc.(1) | 3,514 | 233,154 | |
Consensus Cloud Solutions, Inc.(1) | 1,133 | 68,127 | |
CoreCard Corp.(1) | 601 | 16,467 | |
Couchbase, Inc.(1) | 1,822 | 31,739 | |
CS Disco, Inc.(1) | 1,212 | 41,172 | |
Digimarc Corp.(1) | 926 | 24,419 | |
Digital Turbine, Inc.(1) | 7,101 | 311,095 | |
Domo, Inc., Class B(1) | 2,113 | 106,854 | |
E2open Parent Holdings, Inc.(1)(2) | 15,369 | 135,401 | |
Ebix, Inc. | 2,269 | 75,217 | |
eGain Corp.(1) | 1,491 | 17,266 | |
Enfusion, Inc., Class A(1) | 1,682 | 21,395 | |
EngageSmart, Inc.(1) | 1,240 | 26,424 | |
Envestnet, Inc.(1) | 4,165 | 310,043 | |
EverCommerce, Inc.(1) | 2,327 | 30,716 | |
GTY Technology Holdings, Inc.(1) | 2,543 | 8,214 | |
Instructure Holdings, Inc.(1) | 919 | 18,435 | |
Intapp, Inc.(1) | 772 | 18,536 | |
InterDigital, Inc. | 2,504 | 159,755 | |
JFrog, Ltd.(1) | 4,046 | 109,040 | |
Kaltura, Inc.(1) | 1,335 | 2,390 | |
LivePerson, Inc.(1) | 5,071 | 123,834 | |
Marathon Digital Holdings, Inc.(1)(2) | 7,486 | 209,234 |
Security | Shares | Value | |
Software (continued) | |||
MeridianLink, Inc.(1) | 1,759 | $ 31,838 | |
MicroStrategy, Inc., Class A(1) | 729 | 354,527 | |
Mimecast, Ltd.(1) | 4,786 | 380,774 | |
Mitek Systems, Inc.(1) | 3,089 | 45,316 | |
Model N, Inc.(1) | 2,795 | 75,185 | |
Momentive Global, Inc.(1) | 9,991 | 162,454 | |
ON24, Inc.(1) | 2,062 | 27,115 | |
OneSpan, Inc.(1) | 2,735 | 39,493 | |
PagerDuty, Inc.(1) | 6,330 | 216,423 | |
Ping Identity Holding Corp.(1) | 4,625 | 126,864 | |
Progress Software Corp. | 3,448 | 162,366 | |
PROS Holdings, Inc.(1) | 3,289 | 109,557 | |
Q2 Holdings, Inc.(1) | 4,288 | 264,355 | |
Qualys, Inc.(1) | 2,673 | 380,662 | |
Rapid7, Inc.(1) | 4,392 | 488,566 | |
Rekor Systems, Inc.(1)(2) | 2,460 | 11,218 | |
Rimini Street, Inc.(1) | 3,438 | 19,940 | |
Riot Blockchain, Inc.(1) | 8,339 | 176,537 | |
SailPoint Technologies Holdings, Inc.(1) | 7,161 | 366,500 | |
Sapiens International Corp. NV | 2,264 | 57,483 | |
SecureWorks Corp., Class A(1) | 472 | 6,254 | |
ShotSpotter, Inc.(1) | 604 | 16,743 | |
Smith Micro Software, Inc.(1) | 2,954 | 11,137 | |
Sprout Social, Inc., Class A(1) | 3,464 | 277,536 | |
SPS Commerce, Inc.(1) | 2,829 | 371,165 | |
Stronghold Digital Mining, Inc., Class A(1) | 570 | 3,334 | |
Sumo Logic, Inc.(1) | 6,397 | 74,653 | |
Telos Corp.(1) | 3,061 | 30,518 | |
Tenable Holdings, Inc.(1) | 7,115 | 411,176 | |
Upland Software, Inc.(1) | 2,219 | 39,077 | |
UserTesting, Inc.(1) | 700 | 7,483 | |
Varonis Systems, Inc.(1) | 8,251 | 392,252 | |
Verint Systems, Inc.(1) | 5,052 | 261,188 | |
Veritone, Inc.(1) | 2,028 | 37,072 | |
Viant Technology, Inc., Class A(1) | 874 | 5,725 | |
VirnetX Holding Corp.(1) | 5,078 | 8,277 | |
Vonage Holdings Corp.(1) | 19,681 | 399,327 | |
Weave Communications, Inc.(1) | 361 | 2,151 | |
Workiva, Inc.(1) | 3,326 | 392,468 | |
Xperi Holding Corp. | 8,231 | 142,561 | |
Yext, Inc.(1) | 8,933 | 61,548 | |
Zuora, Inc., Class A(1) | 8,630 | 129,277 | |
$11,745,882 | |||
Specialty Retail — 2.1% | |||
Aaron's Co., Inc. (The) | 2,660 | $53,413 | |
Abercrombie & Fitch Co., Class A(1) | 4,524 | 144,723 |
22
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Specialty Retail (continued) | |||
Academy Sports & Outdoors, Inc. | 5,957 | $ 234,706 | |
American Eagle Outfitters, Inc. | 11,935 | 200,508 | |
America's Car-Mart, Inc.(1) | 476 | 38,347 | |
Arko Corp. | 6,464 | 58,822 | |
Asbury Automotive Group, Inc.(1) | 1,809 | 289,802 | |
Barnes & Noble Education, Inc.(1) | 3,013 | 10,787 | |
Bed Bath & Beyond, Inc.(1) | 7,517 | 169,358 | |
Big 5 Sporting Goods Corp. | 1,632 | 27,989 | |
Boot Barn Holdings, Inc.(1) | 2,323 | 220,197 | |
Buckle, Inc. (The) | 2,282 | 75,397 | |
Caleres, Inc. | 3,058 | 59,111 | |
Camping World Holdings, Inc., Class A | 3,347 | 93,549 | |
CarLotz, Inc.(1) | 5,599 | 7,671 | |
Cato Corp. (The), Class A | 1,550 | 22,723 | |
Chico's FAS, Inc.(1) | 9,433 | 45,278 | |
Children's Place, Inc. (The)(1) | 1,078 | 53,145 | |
Citi Trends, Inc.(1) | 699 | 21,407 | |
Conn's, Inc.(1) | 1,614 | 24,872 | |
Container Store Group, Inc. (The)(1) | 2,581 | 21,087 | |
Designer Brands, Inc., Class A(1) | 5,217 | 70,482 | |
Genesco, Inc.(1) | 1,150 | 73,151 | |
Group 1 Automotive, Inc. | 1,291 | 216,668 | |
GrowGeneration Corp.(1) | 4,242 | 39,069 | |
Guess?, Inc. | 3,234 | 70,663 | |
Haverty Furniture Cos., Inc. | 1,371 | 37,593 | |
Hibbett, Inc. | 1,064 | 47,178 | |
JOANN, Inc.(2) | 910 | 10,383 | |
Kirkland's, Inc.(1)(2) | 1,099 | 10,210 | |
Lazydays Holdings, Inc.(1) | 576 | 11,624 | |
LL Flooring Holdings, Inc.(1) | 2,470 | 34,629 | |
MarineMax, Inc.(1) | 1,632 | 65,704 | |
Monro, Inc. | 2,683 | 118,964 | |
Murphy USA, Inc. | 1,854 | 370,726 | |
National Vision Holdings, Inc.(1) | 6,468 | 281,811 | |
ODP Corp. (The)(1) | 3,565 | 163,384 | |
OneWater Marine, Inc., Class A | 718 | 24,735 | |
Party City Holdco, Inc.(1) | 8,666 | 31,024 | |
Rent-A-Center, Inc. | 5,170 | 130,232 | |
Sally Beauty Holdings, Inc.(1) | 8,712 | 136,169 | |
Shift Technologies, Inc.(1) | 4,866 | 10,705 | |
Shoe Carnival, Inc. | 1,384 | 40,357 | |
Signet Jewelers, Ltd. | 4,089 | 297,270 | |
Sleep Number Corp.(1) | 1,771 | 89,807 | |
Sonic Automotive, Inc., Class A | 1,716 | 72,947 | |
Sportsman's Warehouse Holdings, Inc.(1) | 3,542 | 37,864 | |
Tilly's, Inc., Class A | 1,890 | 17,690 | |
Torrid Holdings, Inc.(1) | 979 | 5,933 |
Security | Shares | Value | |
Specialty Retail (continued) | |||
TravelCenters of America, Inc.(1) | 979 | $ 42,058 | |
Urban Outfitters, Inc.(1) | 5,380 | 135,092 | |
Winmark Corp. | 277 | 60,940 | |
Zumiez, Inc.(1) | 1,698 | 64,881 | |
$ 4,692,835 | |||
Technology Hardware, Storage & Peripherals — 0.2% | |||
3D Systems Corp.(1) | 9,520 | $ 158,794 | |
Avid Technology, Inc.(1) | 2,835 | 98,856 | |
Corsair Gaming, Inc.(1) | 1,920 | 40,627 | |
Diebold Nixdorf, Inc.(1) | 5,880 | 39,572 | |
Eastman Kodak Co.(1) | 3,518 | 23,043 | |
Quantum Corp.(1) | 4,380 | 9,943 | |
Super Micro Computer, Inc.(1) | 3,523 | 134,121 | |
Turtle Beach Corp.(1) | 1,190 | 25,335 | |
$530,291 | |||
Textiles, Apparel & Luxury Goods — 0.6% | |||
Crocs, Inc.(1) | 4,504 | $344,106 | |
Fossil Group, Inc.(1) | 3,623 | 34,926 | |
G-III Apparel Group, Ltd.(1) | 3,579 | 96,812 | |
Kontoor Brands, Inc. | 4,067 | 168,170 | |
Movado Group, Inc. | 1,238 | 48,344 | |
Oxford Industries, Inc. | 1,242 | 112,401 | |
PLBY Group, Inc.(1)(2) | 2,227 | 29,151 | |
Rocky Brands, Inc. | 588 | 24,455 | |
Steven Madden, Ltd. | 6,236 | 240,959 | |
Superior Group of Cos., Inc. | 933 | 16,654 | |
Unifi, Inc.(1) | 1,199 | 21,702 | |
Vera Bradley, Inc.(1) | 1,814 | 13,913 | |
Wolverine World Wide, Inc. | 6,377 | 143,865 | |
$1,295,458 | |||
Thrifts & Mortgage Finance — 1.4% | |||
Axos Financial, Inc.(1) | 4,474 | $207,549 | |
Blue Foundry Bancorp(1) | 2,149 | 29,119 | |
Bridgewater Bancshares, Inc.(1) | 1,907 | 31,809 | |
Capitol Federal Financial, Inc. | 9,963 | 108,397 | |
Columbia Financial, Inc.(1) | 3,148 | 67,714 | |
Enact Holdings, Inc. | 1,142 | 25,410 | |
Essent Group, Ltd. | 8,375 | 345,134 | |
Federal Agricultural Mortgage Corp., Class C | 688 | 74,634 | |
Finance of America Cos., Inc., Class A(1) | 2,618 | 7,959 | |
Flagstar Bancorp, Inc. | 4,030 | 170,872 | |
FS Bancorp, Inc. | 534 | 16,554 | |
Hingham Institution for Savings (The) | 102 | 35,006 |
23
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Thrifts & Mortgage Finance (continued) | |||
Home Bancorp, Inc. | 638 | $ 26,024 | |
Home Point Capital, Inc. | 600 | 1,866 | |
Kearny Financial Corp. | 5,244 | 67,543 | |
Luther Burbank Corp. | 1,786 | 23,736 | |
Merchants Bancorp | 1,096 | 30,008 | |
Mr. Cooper Group, Inc.(1) | 4,782 | 218,394 | |
NMI Holdings, Inc., Class A(1) | 6,584 | 135,762 | |
Northfield Bancorp, Inc. | 3,620 | 51,983 | |
Ocwen Financial Corp.(1) | 641 | 15,230 | |
PCSB Financial Corp. | 1,066 | 20,371 | |
PennyMac Financial Services, Inc. | 2,335 | 124,222 | |
Pioneer Bancorp, Inc.(1) | 918 | 9,657 | |
Provident Bancorp, Inc. | 1,419 | 23,016 | |
Provident Financial Services, Inc. | 6,090 | 142,506 | |
Radian Group, Inc. | 14,296 | 317,514 | |
Southern Missouri Bancorp, Inc. | 690 | 34,466 | |
TrustCo Bank Corp. | 1,565 | 49,970 | |
Velocity Financial, Inc.(1) | 672 | 7,352 | |
Walker & Dunlop, Inc. | 2,242 | 290,160 | |
Washington Federal, Inc. | 5,193 | 170,434 | |
Waterstone Financial, Inc. | 1,822 | 35,237 | |
WSFS Financial Corp. | 5,059 | 235,851 | |
$3,151,459 | |||
Tobacco — 0.1% | |||
22nd Century Group, Inc.(1) | 11,838 | $27,464 | |
Turning Point Brands, Inc. | 1,011 | 34,384 | |
Universal Corp. | 1,896 | 110,101 | |
Vector Group, Ltd. | 11,264 | 135,619 | |
$307,568 | |||
Trading Companies & Distributors — 1.6% | |||
Alta Equipment Group, Inc.(1) | 1,505 | $18,602 | |
Applied Industrial Technologies, Inc. | 3,044 | 312,497 | |
Beacon Roofing Supply, Inc.(1) | 4,442 | 263,322 | |
BlueLinx Holdings, Inc.(1) | 703 | 50,532 | |
Boise Cascade Co. | 3,044 | 211,467 | |
Custom Truck One Source, Inc.(1) | 4,543 | 38,116 | |
DXP Enterprises, Inc.(1) | 1,272 | 34,458 | |
EVI Industries, Inc.(1) | 308 | 5,726 | |
GATX Corp. | 2,708 | 333,978 | |
Global Industrial Co. | 1,000 | 32,230 | |
GMS, Inc.(1) | 3,426 | 170,512 | |
H&E Equipment Services, Inc. | 2,486 | 108,191 | |
Herc Holdings, Inc. | 1,979 | 330,671 | |
Karat Packaging, Inc.(1) | 359 | 7,126 |
Security | Shares | Value | |
Trading Companies & Distributors (continued) | |||
Lawson Products, Inc.(1) | 447 | $ 17,227 | |
McGrath RentCorp | 1,962 | 166,731 | |
MRC Global, Inc.(1) | 6,928 | 82,512 | |
NOW, Inc.(1) | 9,243 | 101,950 | |
Rush Enterprises, Inc., Class A | 3,238 | 164,847 | |
Rush Enterprises, Inc., Class B | 564 | 27,269 | |
Textainer Group Holdings, Ltd. | 3,758 | 143,067 | |
Titan Machinery, Inc.(1) | 1,521 | 42,983 | |
Transcat, Inc.(1) | 601 | 48,765 | |
Triton International, Ltd. | 5,234 | 367,323 | |
Veritiv Corp.(1) | 1,113 | 148,686 | |
WESCO International, Inc.(1) | 3,492 | 454,449 | |
Willis Lease Finance Corp.(1) | 332 | 10,687 | |
$3,693,924 | |||
Water Utilities — 0.4% | |||
American States Water Co. | 2,893 | $257,535 | |
Artesian Resources Corp., Class A | 703 | 34,131 | |
Cadiz, Inc.(1) | 1,074 | 2,223 | |
California Water Service Group | 4,020 | 238,305 | |
Global Water Resources, Inc. | 641 | 10,666 | |
Middlesex Water Co. | 1,398 | 147,028 | |
Pure Cycle Corp.(1) | 1,502 | 18,054 | |
SJW Group | 2,210 | 153,772 | |
York Water Co. (The) | 1,157 | 52,030 | |
$913,744 | |||
Wireless Telecommunication Services — 0.2% | |||
Gogo, Inc.(1) | 5,004 | $95,376 | |
Shenandoah Telecommunications Co. | 3,920 | 92,434 | |
Telephone & Data Systems, Inc. | 7,925 | 149,624 | |
United States Cellular Corp.(1) | 1,199 | 36,246 | |
$373,680 | |||
Total Common Stocks (identified cost $154,829,973) | $213,551,163 |
Exchange-Traded Funds — 1.3% |
Security | Shares | Value | |
Equity Funds — 1.3% | |||
iShares Russell 2000 ETF | 15,000 | $ 3,079,050 | |
Total Exchange-Traded Funds (identified cost $2,523,039) | $ 3,079,050 |
24
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Rights — 0.0%(3) |
Security | Shares | Value | |
Biotechnology — 0.0%(3) | |||
Aduro Biotech, Inc. CVR(1)(4)(5) | 1,109 | $ 0 | |
GTx, Inc. CVR(1)(4)(5) | 57 | 0 | |
Prevail Therapeutics, Inc. CVR(1)(2)(4)(5) | 1,221 | 610 | |
Tobira Therapeutics, Inc. CVR(1)(4)(5) | 690 | 9,481 | |
$ 10,091 | |||
Health Care Equipment & Supplies — 0.0%(3) | |||
Flexion Therapeutics, Inc. CVR(1)(4)(5) | 3,730 | $ 2,313 | |
$ 2,313 | |||
Pharmaceuticals — 0.0% | |||
Progenic Pharmaceuticals, Inc. CVR(1)(4)(5) | 7,261 | $0 | |
$0 | |||
Technology Hardware, Storage & Peripherals — 0.0%(3) | |||
Quantum Corp., Exp. 4/18/22(1)(5) | 4,380 | $37 | |
$37 | |||
Total Rights (identified cost $3,082) | $12,441 |
Short-Term Investments — 6.7% | |||
Affiliated Fund — 5.0% | |||
Description | Units | Value | |
Calvert Cash Reserves Fund, LLC, 0.14%(6) | 11,392,030 | $ 11,390,891 | |
Total Affiliated Fund (identified cost $11,391,550) | $ 11,390,891 | ||
Securities Lending Collateral — 1.3% | |||
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.29%(7) | 3,005,859 | $ 3,005,859 | |
Total Securities Lending Collateral (identified cost $3,005,859) | $ 3,005,859 |
U.S. Treasury Obligations — 0.4% | |||
Security | Principal Amount (000's omitted) | Value | |
U.S. Treasury Bill, 0.00%, 1/26/23(8) | $ | 1,000 | $ 988,758 |
Total U.S. Treasury Obligations (identified cost $993,808) | $ 988,758 | ||
Total Short-Term Investments (identified cost $15,391,217) | $ 15,385,508 | ||
Total Investments — 101.3% (identified cost $172,747,311) | $232,028,162 |
Other Assets, Less Liabilities — (1.3)% | $ (3,046,713) | ||
Net Assets — 100.0% | $228,981,449 |
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 March 31, 2022. The aggregate market value of securities on loan at March 31, 2022 was $6,052,513 and the total market value of the collateral received by the Fund was $6,456,563, comprised of cash of $3,005,859 and U.S. government and/or agencies securities of $3,450,704. |
(3) | Amount is less than 0.05%. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(5) | Restricted security. Total market value of restricted securities amounts to $12,441, which represents less than 0.05% of the net assets of the Fund as of March 31, 2022. |
(6) | Affiliated investment company, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2022. |
(7) | Represents investment of cash collateral received in connection with securities lending. |
(8) | Security (or a portion thereof) has been pledged to cover margin requirements on open futures contracts. |
25
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
Futures Contracts
Description | Number of Contracts | Position | Expiration Date | Notional Amount | Value/ Unrealized Appreciation (Depreciation) |
Equity Futures | |||||
E-mini Russell 2000 Index | 119 | Long | 6/17/22 | $12,295,080 | $542,345 |
$542,345 |
Restricted Securities
Description | Acquisition Dates | Cost |
Aduro Biotech, Inc. CVR | 10/2/20 | $0 |
Flexion Therapeutics, Inc. CVR | 11/22/21 | 2,313 |
GTx, Inc. CVR | 6/10/19 | 117 |
Prevail Therapeutics, Inc. CVR | 1/25/21 | 611 |
Progenic Pharmaceuticals, Inc. CVR | 6/22/20 | 0 |
Quantum Corp., Exp. 4/18/22 | 3/24/22 | 0 |
Tobira Therapeutics, Inc. CVR | 11/2/16 | 41 |
Abbreviations: | |
CVR | – Contingent Value Rights |
At March 31, 2022, the Fund had
sufficient cash and/or securities to cover commitments under open derivative contracts.
During the fiscal year to date ended
March 31, 2022, the Fund used futures contracts to provide equity market exposure for uncommitted cash balances.
Affiliated Investments
At March 31, 2022, the value of the
Fund's investment in affiliated funds was $11,390,891, which represents 5.0% of the Fund's net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended March 31, 2022 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units, end of period |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | $11,109,283 | $7,555,265 | $(7,272,403) | $(496) | $(758) | $11,390,891 | $2,481 | 11,392,030 |
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.
26
Calvert
VP Russell 2000® Small Cap Index Portfolio
March 31, 2022
Schedule of Investments
(Unaudited) — continued
The following table summarizes the
market value of the Fund's holdings as of March 31, 2022, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3(1) | Total |
Common Stocks | $213,551,163(2) | $ — | $0 | $213,551,163 |
Exchange-Traded Funds | 3,079,050 | — | — | 3,079,050 |
Rights | 0 | 37 | 12,404 | 12,441 |
Short-Term Investments: | ||||
Affiliated Fund | — | 11,390,891 | — | 11,390,891 |
Securities Lending Collateral | 3,005,859 | — | — | 3,005,859 |
U.S. Treasury Obligations | — | 988,758 | — | 988,758 |
Total Investments | $219,636,072 | $12,379,686 | $12,404 | $232,028,162 |
Futures Contracts | $542,345 | $ — | $ — | $542,345 |
Total | $220,178,417 | $12,379,686 | $12,404 | $232,570,507 |
(1) | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |
(2) | The level classification by major category of investments is the same as the category presentation in the Schedule of Investments. |
Level 3 investments at the beginning
and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended March 31, 2022 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.
27