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CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments (Unaudited)
Common Stocks — 99.0% |
Security | Shares | Value | |
Australia — 7.0% | |||
Ampol Ltd. | 1,867 | $ 48,430 | |
ANZ Group Holdings Ltd. | 25,722 | 492,990 | |
APA Group | 11,621 | 63,695 | |
Aristocrat Leisure Ltd. | 5,213 | 145,969 | |
ASX Ltd.(1) | 1,628 | 70,432 | |
Aurizon Holdings Ltd. | 18,599 | 48,496 | |
BHP Group Ltd. | 43,996 | 1,272,098 | |
BlueScope Steel Ltd. | 3,687 | 57,344 | |
Brambles Ltd. | 11,380 | 119,764 | |
CAR Group Ltd. | 3,345 | 78,627 | |
Cochlear Ltd.(1) | 569 | 125,141 | |
Coles Group Ltd. | 11,225 | 123,915 | |
Commonwealth Bank of Australia | 14,422 | 1,131,253 | |
Computershare Ltd. | 5,081 | 86,544 | |
CSL Ltd. | 4,185 | 785,221 | |
Dexus(1) | 9,086 | 46,816 | |
EBOS Group Ltd. | 1,272 | 26,015 | |
Endeavour Group Ltd.(1) | 12,926 | 46,410 | |
Fortescue Ltd. | 14,757 | 246,959 | |
Goodman Group(1) | 15,161 | 333,956 | |
GPT Group | 18,956 | 56,413 | |
IDP Education Ltd.(1) | 2,385 | 27,840 | |
Insurance Australia Group Ltd. | 21,559 | 89,930 | |
Lottery Corp. Ltd. | 19,080 | 63,987 | |
Macquarie Group Ltd. | 3,176 | 413,126 | |
Medibank Pvt Ltd. | 26,808 | 65,683 | |
Mineral Resources Ltd.(1) | 1,488 | 68,654 | |
Mirvac Group(1) | 32,152 | 49,418 | |
National Australia Bank Ltd. | 26,820 | 607,260 | |
Northern Star Resources Ltd. | 9,479 | 89,440 | |
Orica Ltd. | 4,768 | 56,712 | |
Origin Energy Ltd. | 14,121 | 84,708 | |
Pilbara Minerals Ltd.(1) | 22,929 | 57,218 | |
Qantas Airways Ltd.(2) | 7,283 | 25,856 | |
QBE Insurance Group Ltd. | 12,719 | 150,348 | |
Ramsay Health Care Ltd.(1) | 1,442 | 53,086 | |
REA Group Ltd.(1) | 489 | 59,085 | |
Reece Ltd.(1) | 2,319 | 42,460 | |
Rio Tinto Ltd.(1) | 3,157 | 250,556 | |
Santos Ltd. | 27,288 | 138,157 | |
Scentre Group | 48,423 | 106,943 | |
SEEK Ltd.(1) | 3,291 | 53,665 | |
Seven Group Holdings Ltd.(1) | 1,675 | 44,511 | |
Sonic Healthcare Ltd. | 4,238 | 81,212 | |
South32 Ltd.(1) | 38,956 | 76,016 | |
Stockland | 19,317 | 61,039 | |
Suncorp Group Ltd. | 11,287 | 120,477 | |
Telstra Group Ltd. | 33,004 | 83,019 | |
Transurban Group(1) | 27,384 | 237,559 |
Security | Shares | Value | |
Australia (continued) | |||
Treasury Wine Estates Ltd. | 6,545 | $ 53,091 | |
Vicinity Ltd.(1) | 36,142 | 50,166 | |
Washington H Soul Pattinson & Co. Ltd.(1) | 1,836 | 40,195 | |
Wesfarmers Ltd. | 9,808 | 437,190 | |
Westpac Banking Corp. | 30,061 | 511,282 | |
WiseTech Global Ltd.(1) | 1,460 | 89,298 | |
Woodside Energy Group Ltd. | 16,497 | 328,824 | |
Woolworths Group Ltd. | 10,460 | 226,104 | |
$10,400,603 | |||
Austria — 0.2% | |||
Erste Group Bank AG | 3,038 | $135,396 | |
OMV AG | 1,381 | 65,408 | |
Verbund AG | 639 | 46,685 | |
voestalpine AG | 996 | 27,941 | |
$275,430 | |||
Belgium — 0.8% | |||
Ageas SA | 1,339 | $62,030 | |
Anheuser-Busch InBev SA | 7,396 | 450,224 | |
D'ieteren Group | 195 | 43,232 | |
Elia Group SA | 260 | 28,066 | |
Groupe Bruxelles Lambert NV | 804 | 60,781 | |
KBC Group NV | 2,264 | 169,737 | |
Lotus Bakeries NV(1) | 4 | 38,619 | |
Sofina SA(1) | 155 | 34,758 | |
Syensqo SA(2) | 606 | 57,422 | |
UCB SA | 1,032 | 127,397 | |
Umicore SA | 1,766 | 38,074 | |
Warehouses De Pauw CVA | 1,614 | 46,023 | |
$1,156,363 | |||
Denmark — 3.6% | |||
AP Moller - Maersk AS, Class A | 29 | $37,158 | |
AP Moller - Maersk AS, Class B | 33 | 43,027 | |
Carlsberg AS, Class B | 892 | 122,155 | |
Coloplast AS, Class B | 1,077 | 145,413 | |
Danske Bank AS | 5,815 | 174,545 | |
Demant AS(2) | 798 | 39,663 | |
DSV AS | 1,517 | 246,595 | |
Genmab AS(2) | 566 | 169,703 | |
Novo Nordisk AS, Class B | 28,303 | 3,630,521 | |
Novonesis (Novozymes) B, Class B | 3,127 | 183,935 | |
Orsted AS(2)(3) | 1,603 | 89,574 | |
Pandora AS | 768 | 123,960 | |
Rockwool AS, Class B(2) | 61 | 20,071 | |
Tryg AS | 2,723 | 56,133 | |
Vestas Wind Systems AS(2) | 8,776 | 244,794 | |
$5,327,247 |
1
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Finland — 0.9% | |||
Elisa OYJ | 1,214 | $ 54,124 | |
Fortum OYJ(1) | 4,229 | 52,212 | |
Kesko OYJ, Class B | 2,174 | 40,641 | |
Kone OYJ, Class B | 2,878 | 134,078 | |
Metso OYJ(1) | 5,202 | 61,794 | |
Neste OYJ | 3,509 | 95,147 | |
Nokia OYJ | 46,427 | 164,727 | |
Nordea Bank Abp | 28,002 | 316,554 | |
Orion OYJ, Class B | 819 | 30,530 | |
Sampo OYJ, Class A | 3,834 | 163,544 | |
Stora Enso OYJ, Class R(1) | 5,297 | 73,660 | |
UPM-Kymmene OYJ | 4,456 | 148,459 | |
Wartsila OYJ Abp | 3,830 | 58,206 | |
$1,393,676 | |||
France — 11.2% | |||
Accor SA | 1,612 | $75,259 | |
Aeroports de Paris SA | 337 | 46,208 | |
Air Liquide SA | 4,558 | 948,285 | |
Alstom SA | 2,516 | 38,315 | |
Amundi SA(3) | 448 | 30,772 | |
ArcelorMittal SA | 4,584 | 126,001 | |
Arkema SA | 475 | 50,008 | |
AXA SA | 15,597 | 585,757 | |
BioMerieux | 321 | 35,404 | |
BNP Paribas SA | 8,903 | 633,848 | |
Bollore SE | 7,510 | 50,176 | |
Bouygues SA | 1,786 | 72,913 | |
Bureau Veritas SA | 2,318 | 70,777 | |
Capgemini SE | 1,383 | 318,243 | |
Carrefour SA | 4,895 | 83,970 | |
Cie de Saint-Gobain SA | 3,849 | 298,735 | |
Cie Generale des Etablissements Michelin SCA | 5,994 | 229,710 | |
Covivio SA | 345 | 17,783 | |
Credit Agricole SA | 9,146 | 136,439 | |
Danone SA | 5,563 | 359,619 | |
Dassault Aviation SA | 152 | 33,466 | |
Dassault Systemes SE | 5,821 | 257,679 | |
Edenred SE | 2,168 | 115,760 | |
Eiffage SA | 595 | 67,528 | |
Engie SA | 15,450 | 258,901 | |
EssilorLuxottica SA | 2,578 | 583,173 | |
Eurazeo SE | 445 | 38,993 | |
Eurofins Scientific SE | 1,066 | 67,905 | |
Gecina SA | 366 | 37,385 | |
Getlink SE | 3,312 | 56,391 | |
Hermes International SCA | 277 | 707,951 | |
Ipsen SA | 305 | 36,294 | |
Kering SA | 646 | 255,870 | |
Klepierre SA | 1,988 | 51,460 | |
La Francaise des Jeux SAEM(3) | 1,007 | 41,043 |
Security | Shares | Value | |
France (continued) | |||
Legrand SA | 2,329 | $ 246,633 | |
L'Oreal SA | 2,075 | 982,661 | |
LVMH Moet Hennessy Louis Vuitton SE | 2,391 | 2,151,412 | |
Orange SA | 16,080 | 189,101 | |
Pernod Ricard SA | 1,753 | 283,783 | |
Publicis Groupe SA | 2,018 | 220,003 | |
Remy Cointreau SA | 202 | 20,397 | |
Renault SA | 1,531 | 77,254 | |
Rexel SA | 2,207 | 59,617 | |
Safran SA | 2,961 | 670,583 | |
Sanofi SA | 9,816 | 954,944 | |
Sartorius Stedim Biotech(2) | 241 | 68,740 | |
Schneider Electric SE | 4,710 | 1,064,820 | |
SEB SA | 192 | 24,565 | |
Societe Generale SA | 6,319 | 169,305 | |
Sodexo SA | 722 | 61,892 | |
Teleperformance SE | 483 | 46,916 | |
Thales SA | 818 | 139,453 | |
TotalEnergies SE | 18,793 | 1,292,759 | |
Unibail-Rodamco-Westfield(2) | 996 | 80,125 | |
Veolia Environnement SA | 6,095 | 198,281 | |
Vinci SA | 4,346 | 557,716 | |
Vivendi SE | 5,507 | 60,014 | |
Worldline SA(2)(3) | 1,885 | 23,320 | |
$16,462,315 | |||
Germany — 8.6% | |||
adidas AG | 1,392 | $311,013 | |
Allianz SE | 3,391 | 1,016,341 | |
BASF SE | 7,649 | 437,094 | |
Bayer AG | 8,687 | 266,036 | |
Bayerische Motoren Werke AG | 2,646 | 305,292 | |
Bayerische Motoren Werke AG, PFC Shares | 632 | 67,815 | |
Bechtle AG | 660 | 34,884 | |
Beiersdorf AG | 856 | 124,631 | |
Brenntag SE | 1,250 | 105,351 | |
Carl Zeiss Meditec AG | 333 | 41,567 | |
Commerzbank AG | 9,225 | 126,790 | |
Continental AG | 934 | 67,421 | |
Covestro AG(2)(3) | 1,673 | 91,513 | |
Daimler Truck Holding AG | 4,735 | 239,945 | |
Delivery Hero SE(2)(3) | 1,553 | 44,407 | |
Deutsche Bank AG | 17,293 | 272,369 | |
Deutsche Boerse AG | 1,653 | 338,518 | |
Deutsche Lufthansa AG(2) | 4,675 | 36,742 | |
Deutsche Post AG | 8,594 | 370,379 | |
Deutsche Telekom AG | 28,018 | 680,123 | |
Dr. Ing. h.c. F. Porsche AG, PFC Shares(3) | 960 | 95,479 | |
E.ON SE | 19,421 | 270,377 | |
Evonik Industries AG | 1,690 | 33,428 | |
Fresenius Medical Care AG | 1,954 | 75,082 |
2
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Germany (continued) | |||
Fresenius SE & Co. KGaA | 3,627 | $ 97,809 | |
GEA Group AG | 1,538 | 65,027 | |
Hannover Rueck SE | 551 | 150,878 | |
Heidelberg Materials AG | 1,195 | 131,547 | |
Henkel AG & Co. KGaA | 927 | 66,793 | |
Henkel AG & Co. KGaA, PFC Shares | 1,361 | 109,392 | |
Infineon Technologies AG | 11,233 | 381,984 | |
Knorr-Bremse AG | 597 | 45,154 | |
LEG Immobilien SE(2) | 696 | 59,780 | |
Mercedes-Benz Group AG | 6,858 | 546,150 | |
Merck KGaA | 1,124 | 198,201 | |
MTU Aero Engines AG | 453 | 114,893 | |
Muenchener Rueckversicherungs-Gesellschaft AG | 1,187 | 579,423 | |
Nemetschek SE | 486 | 48,106 | |
Porsche Automobil Holding SE, PFC Shares | 1,286 | 68,124 | |
Puma SE | 797 | 36,069 | |
Rational AG | 41 | 35,325 | |
Rheinmetall AG | 378 | 212,595 | |
RWE AG | 5,447 | 185,128 | |
SAP SE | 9,020 | 1,756,364 | |
Sartorius AG, PFC Shares(2) | 237 | 94,115 | |
Scout24 SE(3) | 615 | 46,333 | |
Siemens AG | 6,569 | 1,254,277 | |
Siemens Energy AG(2) | 5,018 | 92,099 | |
Siemens Healthineers AG(2)(3) | 2,441 | 149,286 | |
Symrise AG | 1,177 | 140,900 | |
Talanx AG | 538 | 42,619 | |
Volkswagen AG | 193 | 29,482 | |
Volkswagen AG, PFC Shares | 1,842 | 244,293 | |
Vonovia SE | 6,303 | 186,265 | |
Zalando SE(2)(3) | 1,718 | 49,127 | |
$12,670,135 | |||
Hong Kong — 1.7% | |||
AIA Group Ltd. | 98,566 | $663,011 | |
BOC Hong Kong Holdings Ltd. | 32,956 | 88,365 | |
CK Asset Holdings Ltd. | 16,209 | 66,792 | |
CK Hutchison Holdings Ltd. | 22,847 | 109,955 | |
CK Infrastructure Holdings Ltd. | 5,604 | 32,822 | |
CLP Holdings Ltd. | 14,122 | 112,640 | |
ESR Group Ltd.(1)(3) | 17,000 | 18,213 | |
Futu Holdings Ltd. ADR(2) | 406 | 21,985 | |
Galaxy Entertainment Group Ltd. | 18,913 | 95,077 | |
Hang Lung Properties Ltd. | 14,000 | 14,397 | |
Hang Seng Bank Ltd. | 6,040 | 66,209 | |
Henderson Land Development Co. Ltd. | 11,806 | 33,714 | |
HKT Trust & HKT Ltd. | 32,020 | 37,360 | |
Hong Kong & China Gas Co. Ltd. | 96,675 | 73,276 | |
Hong Kong Exchanges & Clearing Ltd. | 10,306 | 300,299 | |
Hongkong Land Holdings Ltd. | 9,294 | 28,537 | |
Jardine Matheson Holdings Ltd. | 1,519 | 56,661 |
Security | Shares | Value | |
Hong Kong (continued) | |||
Link REIT | 21,989 | $ 94,694 | |
MTR Corp. Ltd. | 12,481 | 41,237 | |
Power Assets Holdings Ltd. | 11,042 | 64,691 | |
Sands China Ltd.(2) | 19,483 | 54,966 | |
Sino Land Co. Ltd. | 29,433 | 30,599 | |
SITC International Holdings Co. Ltd. | 10,000 | 18,283 | |
Sun Hung Kai Properties Ltd. | 12,152 | 117,384 | |
Swire Pacific Ltd., Class A | 3,037 | 25,002 | |
Swire Properties Ltd. | 8,529 | 17,940 | |
Techtronic Industries Co. Ltd. | 11,525 | 156,600 | |
WH Group Ltd.(3) | 64,733 | 42,729 | |
Wharf Holdings Ltd.(1) | 11,000 | 36,161 | |
Wharf Real Estate Investment Co. Ltd. | 13,118 | 42,711 | |
$2,562,310 | |||
Ireland — 1.1% | |||
AIB Group PLC | 13,041 | $66,202 | |
Bank of Ireland Group PLC | 9,205 | 93,938 | |
CRH PLC | 6,006 | 518,378 | |
DCC PLC | 788 | 57,332 | |
Experian PLC | 7,838 | 341,525 | |
James Hardie Industries PLC CDI(2) | 3,821 | 153,579 | |
Kerry Group PLC, Class A | 1,337 | 114,562 | |
Kingspan Group PLC | 1,330 | 121,131 | |
Smurfit Kappa Group PLC | 2,162 | 98,578 | |
$1,565,225 | |||
Israel — 0.7% | |||
Azrieli Group Ltd. | 315 | $22,729 | |
Bank Hapoalim BM | 11,570 | 108,427 | |
Bank Leumi Le-Israel BM | 13,607 | 113,108 | |
Check Point Software Technologies Ltd.(2) | 835 | 136,948 | |
CyberArk Software Ltd.(2) | 385 | 102,267 | |
Elbit Systems Ltd. | 215 | 44,903 | |
Global-e Online Ltd.(2) | 871 | 31,661 | |
ICL Group Ltd. | 5,687 | 30,140 | |
Israel Discount Bank Ltd., Class A | 9,975 | 51,587 | |
Mizrahi Tefahot Bank Ltd. | 1,288 | 48,287 | |
Monday.com Ltd.(2) | 255 | 57,597 | |
Nice Ltd.(2) | 538 | 140,010 | |
Teva Pharmaceutical Industries Ltd. ADR(2) | 9,925 | 140,042 | |
Wix.com Ltd.(2) | 433 | 59,529 | |
$1,087,235 | |||
Italy — 2.4% | |||
Amplifon SpA | 989 | $36,052 | |
Assicurazioni Generali SpA | 8,763 | 221,821 | |
Banco BPM SpA | 11,286 | 75,089 | |
Davide Campari-Milano NV | 4,861 | 48,853 | |
DiaSorin SpA(1) | 212 | 20,459 | |
Enel SpA | 69,984 | 461,999 |
3
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Italy (continued) | |||
Eni SpA | 18,995 | $ 300,767 | |
Ferrari NV | 1,084 | 472,662 | |
FinecoBank Banca Fineco SpA | 5,458 | 81,743 | |
Infrastrutture Wireless Italiane SpA(3) | 2,913 | 33,057 | |
Intesa Sanpaolo SpA | 126,607 | 459,651 | |
Leonardo SpA | 3,789 | 95,193 | |
Mediobanca Banca di Credito Finanziario SpA | 4,446 | 66,252 | |
Moncler SpA | 1,831 | 136,631 | |
Nexi SpA(2)(3) | 5,767 | 36,539 | |
Poste Italiane SpA(1)(3) | 4,086 | 51,174 | |
Prysmian SpA | 2,303 | 120,110 | |
Recordati Industria Chimica e Farmaceutica SpA | 1,001 | 55,273 | |
Snam SpA(1) | 18,440 | 87,068 | |
Telecom Italia SpA(1)(2) | 67,396 | 16,361 | |
Tenaris SA | 4,321 | 85,432 | |
Terna - Rete Elettrica Nazionale | 12,584 | 104,016 | |
UniCredit SpA | 13,327 | 506,150 | |
$3,572,352 | |||
Japan — 23.3% | |||
Advantest Corp. | 6,500 | $288,749 | |
Aeon Co. Ltd. | 5,748 | 136,353 | |
AGC, Inc. | 1,556 | 56,455 | |
Aisin Corp. | 1,252 | 51,160 | |
Ajinomoto Co., Inc. | 4,199 | 156,806 | |
ANA Holdings, Inc. | 1,383 | 28,904 | |
Asahi Group Holdings Ltd. | 4,115 | 151,102 | |
Asahi Intecc Co. Ltd.(1) | 1,600 | 28,032 | |
Asahi Kasei Corp. | 10,370 | 76,046 | |
Astellas Pharma, Inc. | 16,301 | 175,117 | |
Azbil Corp. | 1,000 | 27,666 | |
Bandai Namco Holdings, Inc. | 5,111 | 94,835 | |
Bridgestone Corp. | 4,784 | 212,026 | |
Brother Industries Ltd. | 1,905 | 35,331 | |
Canon, Inc. | 8,500 | 253,258 | |
Capcom Co. Ltd. | 2,800 | 52,455 | |
Central Japan Railway Co. | 6,995 | 173,723 | |
Chiba Bank Ltd. | 4,141 | 34,458 | |
Chubu Electric Power Co., Inc. | 5,269 | 68,898 | |
Chugai Pharmaceutical Co. Ltd. | 5,846 | 223,407 | |
Concordia Financial Group Ltd. | 8,031 | 40,365 | |
Dai Nippon Printing Co. Ltd. | 1,905 | 58,342 | |
Daifuku Co. Ltd. | 2,400 | 57,527 | |
Dai-ichi Life Holdings, Inc. | 8,313 | 212,019 | |
Daiichi Sankyo Co. Ltd. | 15,800 | 502,738 | |
Daikin Industries Ltd. | 2,258 | 308,309 | |
Daito Trust Construction Co. Ltd. | 516 | 58,867 | |
Daiwa House Industry Co. Ltd. | 5,132 | 152,756 | |
Daiwa Securities Group, Inc. | 12,025 | 91,490 | |
Denso Corp. | 16,736 | 320,522 | |
Dentsu Group, Inc. | 1,805 | 50,119 |
Security | Shares | Value | |
Japan (continued) | |||
Disco Corp. | 800 | $ 292,427 | |
East Japan Railway Co. | 7,650 | 146,766 | |
Eisai Co. Ltd. | 2,051 | 84,478 | |
ENEOS Holdings, Inc. | 24,238 | 116,775 | |
FANUC Corp. | 8,210 | 229,030 | |
Fast Retailing Co. Ltd. | 1,500 | 464,739 | |
Fuji Electric Co. Ltd. | 1,041 | 69,856 | |
FUJIFILM Holdings Corp. | 9,381 | 210,647 | |
Fujitsu Ltd. | 15,520 | 248,382 | |
GLP J-REIT | 42 | 35,196 | |
Hamamatsu Photonics KK | 1,151 | 40,580 | |
Hankyu Hanshin Holdings, Inc. | 1,862 | 53,423 | |
Hikari Tsushin, Inc. | 219 | 41,188 | |
Hirose Electric Co. Ltd. | 242 | 24,868 | |
Hitachi Construction Machinery Co. Ltd. | 796 | 24,016 | |
Hitachi Ltd. | 7,984 | 729,581 | |
Honda Motor Co. Ltd. | 39,503 | 488,798 | |
Hoshizaki Corp. | 1,032 | 37,654 | |
HOYA Corp. | 3,023 | 378,089 | |
Hulic Co. Ltd. | 3,540 | 36,357 | |
Ibiden Co. Ltd. | 1,000 | 44,787 | |
Idemitsu Kosan Co. Ltd. | 8,420 | 57,729 | |
Iida Group Holdings Co. Ltd. | 1,100 | 14,236 | |
INPEX Corp. | 8,091 | 122,993 | |
Isuzu Motors Ltd. | 5,255 | 71,034 | |
ITOCHU Corp. | 10,148 | 435,954 | |
Japan Airlines Co. Ltd. | 1,320 | 25,064 | |
Japan Exchange Group, Inc. | 4,118 | 111,538 | |
Japan Metropolitan Fund Investment Corp. | 59 | 36,762 | |
Japan Post Bank Co. Ltd. | 12,600 | 135,391 | |
Japan Post Holdings Co. Ltd. | 18,700 | 188,405 | |
Japan Post Insurance Co. Ltd. | 1,800 | 34,407 | |
Japan Real Estate Investment Corp.(1) | 10 | 35,648 | |
Japan Tobacco, Inc. | 10,234 | 272,858 | |
JFE Holdings, Inc. | 5,225 | 86,597 | |
JSR Corp.(2) | 1,459 | 41,761 | |
Kajima Corp. | 3,581 | 73,499 | |
Kansai Electric Power Co., Inc. | 6,178 | 88,153 | |
Kao Corp. | 4,101 | 153,247 | |
Kawasaki Kisen Kaisha Ltd. | 3,600 | 48,410 | |
KDDI Corp. | 12,767 | 377,478 | |
KDX Realty Investment Corp. | 40 | 42,516 | |
Keisei Electric Railway Co. Ltd. | 1,305 | 53,068 | |
Keyence Corp. | 1,660 | 770,673 | |
Kikkoman Corp. | 6,005 | 77,071 | |
Kintetsu Group Holdings Co. Ltd. | 1,746 | 50,855 | |
Kirin Holdings Co. Ltd. | 6,326 | 87,971 | |
Kobe Bussan Co. Ltd. | 1,400 | 34,305 | |
Koito Manufacturing Co. Ltd. | 1,494 | 20,139 | |
Komatsu Ltd. | 8,146 | 241,046 | |
Konami Group Corp. | 951 | 64,781 |
4
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Kubota Corp. | 8,711 | $ 136,673 | |
Kyocera Corp. | 10,992 | 147,415 | |
Kyowa Kirin Co. Ltd. | 2,344 | 42,171 | |
Lasertec Corp. | 700 | 199,521 | |
LY Corp. | 24,517 | 62,101 | |
M3, Inc. | 3,458 | 49,765 | |
Makita Corp. | 1,748 | 49,679 | |
Marubeni Corp. | 12,033 | 208,407 | |
MatsukiyoCocokara & Co. | 2,700 | 43,354 | |
Mazda Motor Corp. | 4,510 | 52,269 | |
McDonald's Holdings Co. (Japan) Ltd. | 877 | 39,436 | |
MEIJI Holdings Co. Ltd. | 2,234 | 48,774 | |
MINEBEA MITSUMI, Inc. | 2,859 | 56,080 | |
MISUMI Group, Inc. | 2,280 | 31,763 | |
Mitsubishi Chemical Group Corp. | 10,822 | 65,952 | |
Mitsubishi Corp. | 30,170 | 697,265 | |
Mitsubishi Electric Corp. | 16,960 | 283,892 | |
Mitsubishi Estate Co. Ltd. | 10,068 | 183,701 | |
Mitsubishi HC Capital, Inc. | 6,166 | 43,006 | |
Mitsubishi Heavy Industries Ltd. | 27,440 | 248,698 | |
Mitsubishi UFJ Financial Group, Inc.(4) | 96,076 | 977,486 | |
Mitsui & Co. Ltd. | 11,275 | 527,124 | |
Mitsui Chemicals, Inc. | 1,475 | 43,271 | |
Mitsui Fudosan Co. Ltd. | 22,893 | 246,820 | |
Mitsui OSK Lines Ltd. | 3,100 | 94,570 | |
Mizuho Financial Group, Inc. | 20,600 | 407,371 | |
MonotaRO Co. Ltd. | 1,800 | 21,667 | |
MS&AD Insurance Group Holdings, Inc. | 10,884 | 192,185 | |
Murata Manufacturing Co. Ltd. | 14,742 | 275,711 | |
NEC Corp. | 2,055 | 150,026 | |
Nexon Co. Ltd. | 3,150 | 52,358 | |
Nidec Corp. | 3,528 | 146,303 | |
Nintendo Co. Ltd. | 9,010 | 491,627 | |
Nippon Building Fund, Inc. | 12 | 48,001 | |
NIPPON EXPRESS HOLDINGS, Inc. | 576 | 29,402 | |
Nippon Paint Holdings Co. Ltd. | 8,390 | 60,384 | |
Nippon Prologis REIT, Inc.(1) | 22 | 39,191 | |
Nippon Sanso Holdings Corp. | 1,324 | 41,541 | |
Nippon Steel Corp. | 7,275 | 175,069 | |
Nippon Telegraph & Telephone Corp. | 255,400 | 304,208 | |
Nippon Yusen KK | 4,000 | 109,816 | |
Nissan Chemical Corp. | 1,047 | 39,656 | |
Nissan Motor Co. Ltd. | 20,543 | 81,401 | |
Nissin Foods Holdings Co. Ltd. | 1,794 | 49,457 | |
Nitori Holdings Co. Ltd. | 716 | 108,511 | |
Nitto Denko Corp. | 1,270 | 116,131 | |
Nomura Holdings, Inc. | 24,957 | 159,738 | |
Nomura Real Estate Holdings, Inc. | 870 | 24,579 | |
Nomura Real Estate Master Fund, Inc. | 40 | 39,553 | |
Nomura Research Institute Ltd. | 3,400 | 96,046 | |
NTT Data Group Corp. | 5,930 | 94,275 |
Security | Shares | Value | |
Japan (continued) | |||
Obayashi Corp. | 5,320 | $ 63,257 | |
Obic Co. Ltd. | 660 | 99,694 | |
Odakyu Electric Railway Co. Ltd. | 2,305 | 31,774 | |
Olympus Corp. | 10,876 | 156,596 | |
Omron Corp. | 1,463 | 52,386 | |
Ono Pharmaceutical Co. Ltd. | 3,505 | 57,429 | |
Oracle Corp. Japan | 289 | 21,733 | |
Oriental Land Co. Ltd. | 9,520 | 304,980 | |
ORIX Corp. | 10,002 | 218,761 | |
Osaka Gas Co. Ltd. | 3,023 | 68,005 | |
Otsuka Corp. | 1,728 | 36,665 | |
Otsuka Holdings Co. Ltd. | 3,452 | 143,390 | |
Pan Pacific International Holdings Corp. | 3,436 | 91,060 | |
Panasonic Holdings Corp. | 19,747 | 188,461 | |
Rakuten Group, Inc.(2) | 13,100 | 74,357 | |
Recruit Holdings Co. Ltd. | 12,457 | 546,947 | |
Renesas Electronics Corp. | 12,900 | 229,886 | |
Resona Holdings, Inc. | 18,911 | 116,576 | |
Ricoh Co. Ltd. | 4,735 | 42,070 | |
Rohm Co. Ltd. | 2,828 | 45,358 | |
SBI Holdings, Inc. | 2,375 | 62,297 | |
SCREEN Holdings Co. Ltd. | 800 | 103,724 | |
SCSK Corp. | 1,200 | 22,305 | |
Secom Co. Ltd. | 1,848 | 134,078 | |
Seiko Epson Corp. | 2,252 | 39,393 | |
Sekisui Chemical Co. Ltd. | 2,964 | 43,365 | |
Sekisui House Ltd. | 4,950 | 112,749 | |
Seven & i Holdings Co. Ltd. | 19,578 | 285,367 | |
SG Holdings Co. Ltd. | 2,600 | 32,926 | |
Sharp Corp.(2) | 1,524 | 8,488 | |
Shimadzu Corp. | 1,814 | 50,527 | |
Shimano, Inc. | 650 | 96,696 | |
Shimizu Corp. | 4,127 | 26,651 | |
Shin-Etsu Chemical Co. Ltd. | 15,625 | 685,342 | |
Shionogi & Co. Ltd. | 2,221 | 113,497 | |
Shiseido Co. Ltd. | 3,274 | 89,840 | |
Shizuoka Financial Group, Inc. | 3,925 | 37,348 | |
SMC Corp. | 479 | 270,233 | |
SoftBank Corp. | 25,000 | 321,874 | |
SoftBank Group Corp. | 8,784 | 521,641 | |
Sompo Holdings, Inc. | 7,497 | 157,138 | |
Sony Group Corp. | 10,880 | 932,968 | |
Square Enix Holdings Co. Ltd. | 700 | 26,996 | |
Subaru Corp. | 5,328 | 120,668 | |
SUMCO Corp. | 2,700 | 42,689 | |
Sumitomo Corp. | 9,225 | 222,211 | |
Sumitomo Electric Industries Ltd. | 5,990 | 92,817 | |
Sumitomo Metal Mining Co. Ltd. | 1,920 | 57,332 | |
Sumitomo Mitsui Financial Group, Inc. | 11,097 | 648,872 | |
Sumitomo Mitsui Trust Holdings, Inc. | 5,564 | 119,885 | |
Sumitomo Realty & Development Co. Ltd. | 2,568 | 95,682 |
5
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Suntory Beverage & Food Ltd. | 1,117 | $ 37,782 | |
Suzuki Motor Corp. | 14,312 | 163,404 | |
Sysmex Corp. | 4,479 | 79,927 | |
T&D Holdings, Inc. | 4,306 | 74,856 | |
Taisei Corp. | 1,549 | 56,460 | |
Takeda Pharmaceutical Co. Ltd. | 13,724 | 381,718 | |
TDK Corp. | 3,465 | 170,159 | |
Terumo Corp. | 11,636 | 212,923 | |
TIS, Inc. | 1,900 | 40,766 | |
Tobu Railway Co. Ltd. | 1,573 | 39,333 | |
Toho Co. Ltd. | 856 | 28,424 | |
Tokio Marine Holdings, Inc. | 15,700 | 492,136 | |
Tokyo Electric Power Co. Holdings, Inc.(2) | 14,200 | 86,309 | |
Tokyo Electron Ltd. | 4,037 | 1,051,433 | |
Tokyo Gas Co. Ltd. | 3,462 | 78,701 | |
Tokyu Corp. | 4,384 | 53,383 | |
TOPPAN Holdings, Inc. | 2,074 | 51,989 | |
Toray Industries, Inc. | 12,262 | 58,880 | |
TOTO Ltd. | 1,143 | 32,044 | |
Toyota Industries Corp. | 1,261 | 131,940 | |
Toyota Motor Corp. | 91,850 | 2,321,504 | |
Toyota Tsusho Corp. | 1,765 | 121,204 | |
Trend Micro, Inc. | 1,144 | 58,100 | |
Unicharm Corp. | 3,514 | 111,873 | |
USS Co. Ltd. | 3,270 | 27,034 | |
West Japan Railway Co. | 3,556 | 74,108 | |
Yakult Honsha Co. Ltd. | 1,992 | 40,713 | |
Yamaha Corp. | 1,109 | 23,938 | |
Yamaha Motor Co. Ltd. | 7,062 | 65,052 | |
Yamato Holdings Co. Ltd. | 2,364 | 34,024 | |
Yaskawa Electric Corp. | 2,183 | 92,941 | |
Yokogawa Electric Corp. | 2,228 | 51,309 | |
Zensho Holdings Co. Ltd. | 900 | 37,426 | |
ZOZO, Inc. | 1,007 | 24,994 | |
$34,334,232 | |||
Netherlands — 6.4% | |||
ABN AMRO Bank NV(3) | 4,445 | $76,064 | |
Adyen NV(1)(2)(3) | 190 | 320,936 | |
Aegon Ltd.(1) | 12,239 | 74,668 | |
AerCap Holdings NV(2) | 1,790 | 155,569 | |
Airbus SE | 5,136 | 946,199 | |
Akzo Nobel NV | 1,395 | 104,231 | |
Argenx SE(2) | 517 | 203,839 | |
ASM International NV | 415 | 254,147 | |
ASML Holding NV | 3,497 | 3,390,205 | |
ASR Nederland NV(1) | 1,436 | 70,378 | |
BE Semiconductor Industries NV | 684 | 104,774 | |
Euronext NV(3) | 670 | 63,764 | |
EXOR NV | 907 | 100,937 | |
Ferrovial SE | 4,354 | 172,383 |
Security | Shares | Value | |
Netherlands (continued) | |||
Heineken Holding NV | 1,138 | $ 91,841 | |
Heineken NV | 2,446 | 235,813 | |
IMCD NV(1) | 521 | 91,701 | |
ING Groep NV, Series N | 28,767 | 473,599 | |
JDE Peet's NV(1) | 904 | 18,989 | |
Koninklijke Ahold Delhaize NV | 8,330 | 249,248 | |
Koninklijke KPN NV | 27,657 | 103,448 | |
Koninklijke Philips NV | 6,757 | 135,234 | |
NN Group NV | 2,209 | 101,979 | |
OCI NV | 827 | 22,667 | |
Prosus NV | 12,521 | 391,912 | |
Qiagen NV(2) | 1,777 | 75,945 | |
Randstad NV | 975 | 51,486 | |
Stellantis NV | 18,914 | 537,328 | |
STMicroelectronics NV | 5,961 | 256,551 | |
Universal Music Group NV | 7,126 | 214,139 | |
Wolters Kluwer NV | 2,176 | 340,739 | |
$9,430,713 | |||
New Zealand — 0.2% | |||
Auckland International Airport Ltd. | 10,509 | $52,449 | |
Fisher & Paykel Healthcare Corp. Ltd. | 5,027 | 77,017 | |
Mercury NZ Ltd. | 4,492 | 18,578 | |
Meridian Energy Ltd. | 9,757 | 34,456 | |
Spark New Zealand Ltd. | 17,151 | 48,831 | |
Xero Ltd.(2) | 1,172 | 101,764 | |
$333,095 | |||
Norway — 0.6% | |||
Adevinta ASA(2) | 3,477 | $36,469 | |
Aker BP ASA | 2,840 | 71,231 | |
DNB Bank ASA | 8,051 | 160,034 | |
Equinor ASA | 7,866 | 210,922 | |
Gjensidige Forsikring ASA | 1,602 | 23,252 | |
Kongsberg Gruppen ASA | 706 | 48,748 | |
Mowi ASA | 4,265 | 78,343 | |
Norsk Hydro ASA | 11,660 | 64,076 | |
Orkla ASA | 6,067 | 42,850 | |
Salmar ASA | 718 | 47,387 | |
Telenor ASA | 4,943 | 55,003 | |
Yara International ASA | 1,402 | 44,456 | |
$882,771 | |||
Portugal — 0.1% | |||
EDP - Energias de Portugal SA | 27,140 | $105,890 | |
Galp Energia SGPS SA | 3,555 | 58,773 | |
Jeronimo Martins SGPS SA | 2,358 | 46,783 | |
$211,446 | |||
Singapore — 1.3% | |||
CapitaLand Ascendas REIT | 33,831 | $69,397 |
6
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Singapore (continued) | |||
CapitaLand Integrated Commercial Trust | 44,866 | $ 65,785 | |
CapitaLand Investment Ltd. | 21,648 | 42,957 | |
City Developments Ltd. | 3,871 | 16,769 | |
DBS Group Holdings Ltd. | 15,948 | 425,617 | |
Genting Singapore Ltd. | 48,954 | 32,106 | |
Grab Holdings Ltd., Class A(2) | 15,368 | 48,255 | |
Jardine Cycle & Carriage Ltd. | 1,000 | 17,905 | |
Keppel Ltd. | 11,828 | 64,274 | |
Mapletree Logistics Trust | 33,000 | 35,679 | |
Mapletree Pan Asia Commercial Trust | 19,300 | 18,293 | |
Oversea-Chinese Banking Corp. Ltd. | 29,336 | 293,121 | |
Sea Ltd. ADR(2) | 3,203 | 172,033 | |
Seatrium Ltd.(2) | 390,637 | 22,830 | |
Sembcorp Industries Ltd. | 8,600 | 34,380 | |
Singapore Airlines Ltd.(1) | 13,300 | 63,035 | |
Singapore Exchange Ltd. | 6,600 | 45,040 | |
Singapore Technologies Engineering Ltd. | 13,218 | 39,354 | |
Singapore Telecommunications Ltd. | 72,791 | 136,798 | |
United Overseas Bank Ltd. | 10,814 | 235,097 | |
Wilmar International Ltd. | 15,000 | 38,102 | |
$1,916,827 | |||
Spain — 2.6% | |||
Acciona SA(1) | 193 | $23,488 | |
ACS Actividades de Construccion y Servicios SA | 1,689 | 70,733 | |
Aena SME SA(3) | 627 | 123,490 | |
Amadeus IT Group SA | 3,914 | 251,266 | |
Banco Bilbao Vizcaya Argentaria SA(1) | 51,187 | 609,560 | |
Banco Santander SA | 138,547 | 676,723 | |
CaixaBank SA(1) | 34,761 | 168,680 | |
Cellnex Telecom SA(2)(3) | 3,975 | 140,614 | |
EDP Renovaveis SA | 2,808 | 38,026 | |
Enagas SA | 1,961 | 29,132 | |
Endesa SA | 2,524 | 46,799 | |
Grifols SA(2) | 2,499 | 22,478 | |
Iberdrola SA | 52,498 | 652,044 | |
Industria de Diseno Textil SA | 9,515 | 479,140 | |
Redeia Corp. SA | 3,451 | 58,947 | |
Repsol SA | 11,027 | 184,054 | |
Telefonica SA | 43,943 | 194,063 | |
$3,769,237 | |||
Sweden — 3.0% | |||
Alfa Laval AB | 2,523 | $99,140 | |
Assa Abloy AB, Class B | 8,665 | 248,671 | |
Atlas Copco AB, Class A | 23,797 | 401,897 | |
Atlas Copco AB, Class B | 13,261 | 195,864 | |
Beijer Ref AB(1) | 3,714 | 55,145 | |
Boliden AB | 2,485 | 69,002 | |
Epiroc AB, Class A | 6,161 | 115,658 | |
Epiroc AB, Class B | 3,326 | 56,326 |
Security | Shares | Value | |
Sweden (continued) | |||
EQT AB(1) | 3,014 | $ 95,422 | |
Essity AB, Class B(1) | 5,088 | 120,861 | |
Evolution AB(3) | 1,640 | 203,694 | |
Fastighets AB Balder, Class B(2) | 4,764 | 34,994 | |
Getinge AB, Class B | 1,789 | 35,982 | |
H & M Hennes & Mauritz AB, Class B(1) | 5,635 | 91,885 | |
Hexagon AB, Class B | 18,160 | 214,668 | |
Holmen AB, Class B(2) | 733 | 29,818 | |
Husqvarna AB, Class B | 3,160 | 27,040 | |
Industrivarden AB, Class A | 859 | 29,541 | |
Industrivarden AB, Class C | 1,343 | 46,181 | |
Indutrade AB(2) | 2,126 | 57,905 | |
Investment AB Latour, Class B(1) | 1,245 | 32,729 | |
Investor AB, Class B | 15,235 | 382,312 | |
L E Lundbergforetagen AB, Class B | 593 | 32,098 | |
Lifco AB, Class B | 1,823 | 47,606 | |
Nibe Industrier AB, Class B(1) | 12,254 | 60,258 | |
Saab AB, Class B | 670 | 59,598 | |
Sagax AB, Class B | 1,940 | 51,178 | |
Sandvik AB | 9,551 | 212,039 | |
Securitas AB, Class B(1) | 3,793 | 39,102 | |
Skandinaviska Enskilda Banken AB, Class A | 14,068 | 190,587 | |
Skanska AB, Class B(1) | 2,734 | 48,689 | |
SKF AB, Class B(1) | 3,034 | 61,938 | |
Svenska Cellulosa AB SCA, Class B(1) | 5,434 | 83,542 | |
Svenska Handelsbanken AB, Class A | 12,835 | 129,762 | |
Swedbank AB, Class A(1) | 7,220 | 143,301 | |
Swedish Orphan Biovitrum AB(2) | 1,899 | 47,399 | |
Tele2 AB, Class B | 4,405 | 36,171 | |
Telefonaktiebolaget LM Ericsson, Class B | 25,126 | 135,132 | |
Telia Co. AB | 21,130 | 54,155 | |
Volvo AB, Class A | 1,836 | 50,557 | |
Volvo AB, Class B | 12,682 | 343,701 | |
Volvo Car AB, Class B(2) | 4,658 | 17,635 | |
$4,489,183 | |||
Switzerland — 9.8% | |||
ABB Ltd. | 13,842 | $642,135 | |
Adecco Group AG | 1,530 | 60,530 | |
Alcon, Inc. | 4,324 | 357,644 | |
Avolta AG(2) | 817 | 34,018 | |
Bachem Holding AG | 223 | 21,355 | |
Baloise Holding AG | 374 | 58,645 | |
Banque Cantonale Vaudoise | 289 | 33,621 | |
Barry Callebaut AG | 29 | 42,125 | |
BKW AG | 204 | 31,348 | |
Chocoladefabriken Lindt & Spruengli AG | 1 | 120,639 | |
Chocoladefabriken Lindt & Spruengli AG PC | 8 | 95,751 | |
Cie Financiere Richemont SA, Class A | 4,696 | 714,921 | |
Clariant AG(2) | 1,727 | 23,366 | |
Coca-Cola HBC AG | 1,983 | 62,663 |
7
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Switzerland (continued) | |||
DSM-Firmenich AG | 1,600 | $ 181,971 | |
EMS-Chemie Holding AG | 68 | 52,116 | |
Geberit AG | 295 | 174,340 | |
Givaudan SA | 80 | 356,139 | |
Glencore PLC | 91,464 | 501,914 | |
Helvetia Holding AG(1) | 307 | 42,326 | |
Holcim AG | 4,512 | 408,772 | |
Julius Baer Group Ltd. | 1,806 | 104,745 | |
Kuehne & Nagel International AG | 467 | 129,928 | |
Logitech International SA | 1,464 | 131,188 | |
Lonza Group AG | 638 | 381,268 | |
Nestle SA | 23,174 | 2,462,237 | |
Novartis AG | 17,807 | 1,724,757 | |
Partners Group Holding AG | 198 | 282,840 | |
Roche Holding AG | 286 | 77,124 | |
Roche Holding AG | 6,091 | 1,555,147 | |
Sandoz Group AG(2) | 3,467 | 104,654 | |
Schindler Holding AG | 334 | 84,074 | |
Schindler Holding AG | 214 | 52,218 | |
SGS SA(2) | 1,250 | 121,353 | |
SIG Group AG | 2,537 | 56,256 | |
Sika AG | 1,324 | 393,956 | |
Sonova Holding AG | 446 | 129,159 | |
Straumann Holding AG | 937 | 149,506 | |
Swatch Group AG | 266 | 62,053 | |
Swatch Group AG (The), Bearer Shares | 332 | 15,054 | |
Swiss Life Holding AG | 257 | 180,258 | |
Swiss Prime Site AG | 664 | 62,633 | |
Swiss Re AG | 2,597 | 334,065 | |
Swisscom AG(2) | 217 | 132,816 | |
Temenos AG | 527 | 37,697 | |
UBS Group AG | 28,345 | 872,769 | |
VAT Group AG(3) | 243 | 125,532 | |
Zurich Insurance Group AG | 1,279 | 690,934 | |
$14,470,560 | |||
United Kingdom — 13.5% | |||
3i Group PLC | 8,278 | $293,516 | |
abrdn PLC | 16,252 | 28,951 | |
Admiral Group PLC | 2,376 | 85,150 | |
Anglo American PLC | 11,023 | 271,638 | |
Antofagasta PLC | 3,642 | 93,548 | |
Ashtead Group PLC | 3,880 | 276,369 | |
Associated British Foods PLC | 2,930 | 92,444 | |
AstraZeneca PLC | 13,416 | 1,802,356 | |
Auto Trader Group PLC(3) | 7,242 | 63,953 | |
Aviva PLC | 24,466 | 153,517 | |
BAE Systems PLC | 26,408 | 450,135 | |
Barclays PLC | 129,352 | 299,792 | |
Barratt Developments PLC | 8,311 | 49,883 | |
Berkeley Group Holdings PLC | 842 | 50,588 |
Security | Shares | Value | |
United Kingdom (continued) | |||
BP PLC | 147,959 | $ 928,210 | |
British American Tobacco PLC | 17,423 | 528,807 | |
BT Group PLC | 60,412 | 83,608 | |
Bunzl PLC | 2,874 | 110,585 | |
Burberry Group PLC | 3,124 | 47,786 | |
Centrica PLC | 46,635 | 75,178 | |
Coca-Cola Europacific Partners PLC | 1,816 | 127,029 | |
Compass Group PLC | 14,720 | 431,776 | |
Croda International PLC | 1,153 | 71,342 | |
Diageo PLC | 19,249 | 712,256 | |
Endeavour Mining PLC | 1,535 | 31,149 | |
Entain PLC | 5,560 | 55,795 | |
Flutter Entertainment PLC(2) | 1,561 | 311,160 | |
GSK PLC | 35,336 | 758,677 | |
Haleon PLC | 53,574 | 224,517 | |
Halma PLC | 3,122 | 93,224 | |
Hargreaves Lansdown PLC | 2,659 | 24,678 | |
Hikma Pharmaceuticals PLC | 1,223 | 29,586 | |
HSBC Holdings PLC | 165,833 | 1,296,287 | |
Imperial Brands PLC | 7,378 | 164,932 | |
Informa PLC | 11,924 | 125,107 | |
InterContinental Hotels Group PLC | 1,394 | 144,853 | |
Intertek Group PLC | 1,359 | 85,546 | |
J Sainsbury PLC | 12,875 | 43,961 | |
JD Sports Fashion PLC | 24,647 | 41,872 | |
Kingfisher PLC | 15,641 | 49,227 | |
Land Securities Group PLC | 5,555 | 46,140 | |
Legal & General Group PLC | 49,900 | 160,312 | |
Lloyds Banking Group PLC | 549,195 | 359,171 | |
London Stock Exchange Group PLC | 3,602 | 430,994 | |
M&G PLC | 18,709 | 52,074 | |
Melrose Industries PLC | 11,981 | 101,729 | |
Mondi PLC | 3,653 | 64,341 | |
National Grid PLC | 32,378 | 436,261 | |
NatWest Group PLC | 50,702 | 169,818 | |
Next PLC | 1,061 | 123,675 | |
Ocado Group PLC(1)(2) | 5,284 | 30,303 | |
Pearson PLC | 5,942 | 78,241 | |
Persimmon PLC | 3,000 | 49,741 | |
Phoenix Group Holdings PLC | 5,688 | 39,716 | |
Prudential PLC | 23,607 | 221,400 | |
Reckitt Benckiser Group PLC | 6,216 | 354,343 | |
RELX PLC | 16,397 | 707,128 | |
Rentokil Initial PLC | 20,702 | 123,084 | |
Rio Tinto PLC | 9,763 | 617,264 | |
Rolls-Royce Holdings PLC(2) | 72,810 | 391,744 | |
Sage Group PLC | 8,809 | 140,786 | |
Schroders PLC | 7,870 | 37,389 | |
Segro PLC | 9,587 | 109,306 | |
Severn Trent PLC | 2,446 | 76,323 | |
Shell PLC | 56,288 | 1,867,606 |
8
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
United Kingdom (continued) | |||
Smith & Nephew PLC | 7,432 | $ 93,041 | |
Smiths Group PLC | 3,326 | 68,943 | |
Spirax-Sarco Engineering PLC | 595 | 75,491 | |
SSE PLC | 9,487 | 197,785 | |
St. James's Place PLC | 4,594 | 26,952 | |
Standard Chartered PLC | 20,383 | 172,801 | |
Taylor Wimpey PLC | 27,593 | 47,705 | |
Tesco PLC | 63,233 | 236,837 | |
Unilever PLC | 21,777 | 1,093,245 | |
United Utilities Group PLC | 5,449 | 70,802 | |
Vodafone Group PLC | 198,463 | 176,022 | |
Whitbread PLC | 1,787 | 74,711 | |
Wise PLC, Class A(2) | 5,095 | 59,557 | |
WPP PLC | 9,670 | 91,644 | |
$19,883,413 | |||
Total Common Stocks (identified cost $89,496,895) | $146,194,368 |
Short-Term Investments — 1.1% |
Affiliated Fund — 0.1% | |||
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.22%(5) | 218,679 | $ 218,679 | |
Total Affiliated Fund (identified cost $218,679) | $ 218,679 | ||
Securities Lending Collateral — 1.0% | |||
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(6) | 1,438,534 | $ 1,438,534 | |
Total Securities Lending Collateral (identified cost $1,438,534) | $ 1,438,534 | ||
Total Short-Term Investments (identified cost $1,657,213) | $ 1,657,213 |
Total Investments — 100.1% (identified cost $91,154,108) | $147,851,581 | |
Other Assets, Less Liabilities — (0.1)% | $ (218,287) | |
Net Assets — 100.0% | $147,633,294 |
The percentage shown for each investment category in the Schedule of Investments is based on net assets. | |
(1) | All or a portion of this security was on loan at March 31, 2024. The aggregate market value of securities on loan at March 31, 2024 was $4,032,561 and the total market value of the collateral received by the Fund was $4,291,421, comprised of cash of $1,438,534 and U.S. government and/or agencies securities of $2,852,887. |
(2) | Non-income producing security. |
(3) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At March 31, 2024, the aggregate value of these securities is $1,960,613 or 1.3% of the Fund's net assets. |
(4) | Represents an investment in an issuer that is deemed to be an affiliate. |
(5) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of March 31, 2024. |
(6) | Represents investment of cash collateral received in connection with securities lending. |
9
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
At March 31, 2024, the concentration of the
Fund’s investments in the various sectors, determined as a percentage of net assets, was as follows:
Economic Sectors | % of Net Assets |
Financials | 19.2% |
Industrials | 16.6 |
Health Care | 12.6 |
Consumer Discretionary | 12.4 |
Information Technology | 9.3 |
Consumer Staples | 8.4 |
Materials | 7.1 |
Energy | 4.0 |
Communication Services | 4.0 |
Utilities | 3.1 |
Real Estate | 2.3 |
Total | 99.0% |
Abbreviations: | |
ADR | – American Depositary Receipt |
CDI | – CHESS Depositary Interest |
PC | – Participation Certificate |
PFC Shares | – Preference Shares |
The Fund did not have any
open derivative instruments at March 31, 2024.
Affiliated Investments
March 31, 2024, the value
of the Fund's investment in issuers and funds that may be deemed to be affiliated was $1,196,165, which represents 0.8% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to
date ended March 31, 2024 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Common Stocks | ||||||||
Mitsubishi UFJ Financial Group, Inc. | $848,567 | $ — | $ (28,787) | $5,532 | $152,174 | $ 977,486 | $11,712 | 96,076 |
Short-Term Investments | ||||||||
Liquidity Fund, Institutional Class(1) | 544,207 | 2,781,097 | (3,106,625) | — | — | 218,679 | 4,300 | 218,679 |
Total | $5,532 | $152,174 | $1,196,165 | $16,012 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
Fair Value
Measurements
U.S. generally accepted
accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the
three broad levels listed below:
Level 1 - quoted prices
in active markets for identical securities
Level 2 - other
significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant
unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)
The inputs or
methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
10
CVT
EAFE International Index Portfolio
(formerly, Calvert VP EAFE International Index Portfolio)
March 31, 2024
Schedule of Investments
(Unaudited) — continued
The following table summarizes the
market value of the Fund's holdings as of March 31, 2024, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks: | ||||
Australia | $ — | $10,400,603 | $ — | $10,400,603 |
Austria | — | 275,430 | — | 275,430 |
Belgium | — | 1,156,363 | — | 1,156,363 |
Denmark | — | 5,327,247 | — | 5,327,247 |
Finland | — | 1,393,676 | — | 1,393,676 |
France | — | 16,462,315 | — | 16,462,315 |
Germany | — | 12,670,135 | — | 12,670,135 |
Hong Kong | 21,985 | 2,540,325 | — | 2,562,310 |
Ireland | — | 1,565,225 | — | 1,565,225 |
Israel | 528,044 | 559,191 | — | 1,087,235 |
Italy | — | 3,572,352 | — | 3,572,352 |
Japan | — | 34,334,232 | — | 34,334,232 |
Netherlands | 155,569 | 9,275,144 | — | 9,430,713 |
New Zealand | — | 333,095 | — | 333,095 |
Norway | — | 882,771 | — | 882,771 |
Portugal | — | 211,446 | — | 211,446 |
Singapore | 220,288 | 1,696,539 | — | 1,916,827 |
Spain | — | 3,769,237 | — | 3,769,237 |
Sweden | — | 4,489,183 | — | 4,489,183 |
Switzerland | — | 14,470,560 | — | 14,470,560 |
United Kingdom | 191,370 | 19,692,043 | — | 19,883,413 |
Total Common Stocks | $1,117,256 | $145,077,112(1) | $ — | $146,194,368 |
Short-Term Investments: | ||||
Affiliated Fund | $218,679 | $ — | $ — | $218,679 |
Securities Lending Collateral | 1,438,534 | — | — | 1,438,534 |
Total Investments | $2,774,469 | $145,077,112 | $ — | $147,851,581 |
(1) | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |
Name Change
Effective May 1, 2024, the name of
the Fund was changed from Calvert VP EAFE International Index Portfolio.
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.
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