CVT
Investment Grade Bond Index Portfolio (formerly, Calvert VP Investment Grade Bond Index Portfolio)
March 31, 2024
Schedule of Investments (Unaudited)
Asset-Backed Securities — 0.0%(1) |
Security | Principal Amount (000's omitted) | Value | |
American Express Credit Account Master Trust, Series 2021-1, Class A, 0.90%, 11/15/26 | $ | 50 | $ 48,549 |
Total Asset-Backed Securities (identified cost $49,996) | $ 48,549 |
Commercial Mortgage-Backed Securities — 1.2% |
Security | Principal Amount (000's omitted) | Value | |
Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class A5, 3.855%, 5/10/47 | $ | 187 | $ 187,000 |
Wells Fargo Commercial Mortgage Trust, Series 2015-C26, Class A4, 3.166%, 2/15/48 | 1,275 | 1,243,892 | |
Total Commercial Mortgage-Backed Securities (identified cost $1,478,412) | $ 1,430,892 |
Corporate Bonds — 26.4% |
Security | Principal Amount (000’s omitted) | Value | |
Basic Materials — 0.4% | |||
ArcelorMittal SA, 6.55%, 11/29/27 | $ | 150 | $ 155,737 |
Barrick North America Finance LLC, 5.75%, 5/1/43 | 100 | 103,422 | |
Dow Chemical Co., 4.375%, 11/15/42 | 100 | 85,568 | |
LYB International Finance BV, 5.25%, 7/15/43 | 100 | 93,830 | |
$ 438,557 | |||
Communications — 3.5% | |||
AT&T, Inc.: | |||
4.90%, 6/15/42 | $ | 200 | $ 179,612 |
5.45%, 3/1/47 | 1,000 | 991,221 | |
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.908%, 7/23/25 | 500 | 494,050 | |
Comcast Corp.: | |||
2.937%, 11/1/56 | 98 | 61,755 | |
4.00%, 3/1/48 | 50 | 40,620 | |
4.15%, 10/15/28 | 100 | 97,637 | |
Discovery Communications LLC, 4.125%, 5/15/29 | 200 | 187,582 | |
Motorola Solutions, Inc., 2.30%, 11/15/30 | 250 | 210,000 | |
NBCUniversal Media LLC, 4.45%, 1/15/43 | 123 | 109,320 | |
T-Mobile USA, Inc., 3.50%, 4/15/25 | 250 | 245,151 | |
Verizon Communications, Inc.: | |||
1.68%, 10/30/30 | 340 | 277,130 | |
2.875%, 11/20/50 | 150 | 98,055 | |
Walt Disney Co., 5.40%, 10/1/43 | 100 | 102,134 | |
WPP Finance 2010, 3.75%, 9/19/24 | 1,000 | 989,991 | |
$4,084,258 |
Security | Principal Amount (000’s omitted) | Value | |
Consumer, Cyclical — 1.7% | |||
Choice Hotels International, Inc., 3.70%, 1/15/31 | $ | 250 | $ 219,270 |
General Motors Co., 5.00%, 4/1/35 | 1,000 | 948,455 | |
Lowe's Cos., Inc., 5.625%, 4/15/53 | 150 | 151,665 | |
Starbucks Corp., 3.75%, 12/1/47 | 250 | 196,791 | |
VF Corp., 2.95%, 4/23/30 | 225 | 185,889 | |
WarnerMedia Holdings, Inc.: | |||
4.279%, 3/15/32 | 75 | 67,031 | |
5.141%, 3/15/52 | 200 | 166,129 | |
$1,935,230 | |||
Consumer, Non-cyclical — 4.4% | |||
AbbVie, Inc., 3.20%, 11/21/29 | $ | 300 | $276,519 |
Alcon Finance Corp., 3.00%, 9/23/29(2) | 350 | 315,968 | |
Anheuser-Busch InBev Finance, Inc., 4.625%, 2/1/44 | 1,000 | 921,714 | |
Block Financial LLC, 3.875%, 8/15/30(3) | 150 | 136,342 | |
Bunge Ltd. Finance Corp., 1.63%, 8/17/25 | 250 | 236,893 | |
CVS Health Corp., 4.30%, 3/25/28 | 110 | 107,380 | |
CVS Pass-Through Trust, 6.036%, 12/10/28 | 43 | 43,620 | |
DENTSPLY SIRONA, Inc., 3.25%, 6/1/30 | 400 | 354,702 | |
Gilead Sciences, Inc., 3.70%, 4/1/24 | 100 | 100,000 | |
Global Payments, Inc., 2.15%, 1/15/27 | 200 | 184,623 | |
HCA, Inc., 5.90%, 6/1/53(3) | 200 | 201,264 | |
Kroger Co., 3.875%, 10/15/46 | 250 | 193,579 | |
Laboratory Corp. of America Holdings, 2.95%, 12/1/29 | 100 | 89,894 | |
Molson Coors Beverage Co., 5.00%, 5/1/42 | 100 | 94,772 | |
Pfizer, Inc., 4.40%, 5/15/44 | 500 | 458,716 | |
Quanta Services, Inc., 2.90%, 10/1/30 | 200 | 175,018 | |
STERIS Irish FinCo UnLtd Co., 3.75%, 3/15/51 | 100 | 74,266 | |
Sysco Corp., 5.95%, 4/1/30 | 250 | 260,742 | |
Takeda Pharmaceutical Co. Ltd., 3.175%, 7/9/50 | 400 | 279,032 | |
Triton Container International Ltd., 2.05%, 4/15/26(2) | 300 | 276,550 | |
Tyson Foods, Inc., 3.95%, 8/15/24 | 100 | 99,425 | |
Viatris, Inc., 2.30%, 6/22/27 | 250 | 227,087 | |
Zoetis, Inc., 4.70%, 2/1/43 | 100 | 91,632 | |
$5,199,738 | |||
Energy — 3.2% | |||
BP Capital Markets America, Inc., 3.633%, 4/6/30(3) | $ | 200 | $188,508 |
Colonial Pipeline Co., 6.58%, 8/28/32(2) | 100 | 106,294 | |
HF Sinclair Corp., 5.875%, 4/1/26 | 1,000 | 1,007,112 | |
Shell International Finance BV: | |||
4.125%, 5/11/35 | 1,350 | 1,263,536 | |
4.55%, 8/12/43 | 100 | 92,978 | |
TransCanada PipeLines Ltd., 4.875%, 1/15/26 | 1,000 | 993,670 | |
TransContinental Gas Pipe Line Co. LLC, 4.45%, 8/1/42 | 100 | 88,787 | |
$3,740,885 | |||
Financial — 6.2% | |||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.00%, 10/29/28 | $ | 200 | $181,070 |
1
CVT
Investment Grade Bond Index Portfolio (formerly, Calvert VP Investment Grade Bond Index Portfolio)
March 31, 2024
Schedule of Investments (Unaudited) — continued
Security | Principal Amount (000’s omitted) | Value | |
Financial (continued) | |||
Arthur J Gallagher & Co., 5.75%, 3/2/53 | $ | 150 | $ 150,644 |
Bank of America Corp.: | |||
2.592% to 4/29/30, 4/29/31(4) | 500 | 431,252 | |
2.687% to 4/22/31, 4/22/32(4) | 200 | 169,352 | |
4.244% to 4/24/37, 4/24/38(4) | 250 | 225,053 | |
Berkshire Hathaway Finance Corp., 4.30%, 5/15/43 | 1,000 | 914,900 | |
Citigroup, Inc.: | |||
4.075% to 4/23/28, 4/23/29(4) | 500 | 478,838 | |
5.50%, 9/13/25 | 80 | 79,994 | |
Goldman Sachs Group, Inc.: | |||
2.383% to 7/21/31, 7/21/32(4) | 500 | 410,312 | |
6.75%, 10/1/37 | 100 | 109,304 | |
HSBC Holdings PLC, 2.848% to 6/4/30, 6/4/31(4) | 400 | 345,245 | |
Invitation Homes Operating Partnership LP, 2.30%, 11/15/28 | 250 | 221,367 | |
JPMorgan Chase & Co.: | |||
3.109% to 4/22/50, 4/22/51(4) | 300 | 208,639 | |
5.717% to 9/14/32, 9/14/33(4) | 500 | 510,162 | |
Kimco Realty OP LLC, 4.45%, 9/1/47 | 200 | 163,773 | |
MetLife, Inc., 4.875%, 11/13/43 | 100 | 94,019 | |
Morgan Stanley, 5.00%, 11/24/25(5) | 150 | 149,145 | |
NNN REIT, Inc., 5.60%, 10/15/33 | 100 | 101,296 | |
Piedmont Operating Partnership LP, 3.15%, 8/15/30 | 150 | 117,821 | |
PNC Bank NA, 2.70%, 10/22/29 | 250 | 217,203 | |
Prudential Financial, Inc., 5.10%, 8/15/43 | 1,000 | 932,017 | |
Simon Property Group LP, 2.65%, 7/15/30 | 150 | 131,124 | |
U.S. Bancorp, 3.10%, 4/27/26(3) | 250 | 239,845 | |
Wells Fargo & Co.: | |||
3.196% to 6/17/26, 6/17/27(4) | 250 | 238,776 | |
5.389% to 4/24/33, 4/24/34(4) | 250 | 248,531 | |
Westpac Banking Corp., 3.35%, 3/8/27 | 200 | 192,042 | |
$7,261,724 | |||
Industrial — 3.3% | |||
BNSF Funding Trust I, 6.613% to 1/15/26, 12/15/55(4) | $ | 540 | $538,354 |
Boeing Co.: | |||
2.196%, 2/4/26 | 300 | 280,988 | |
3.20%, 3/1/29 | 150 | 134,096 | |
4.875%, 5/1/25 | 100 | 98,904 | |
5.15%, 5/1/30 | 100 | 96,800 | |
Canadian Pacific Railway Co., 4.70%, 5/1/48 | 200 | 178,607 | |
Carrier Global Corp., 3.577%, 4/5/50 | 375 | 279,713 | |
Cummins, Inc., 4.875%, 10/1/43 | 100 | 96,308 | |
Deere & Co., 6.55%, 10/1/28 | 250 | 267,458 | |
Flex Ltd.: | |||
4.75%, 6/15/25 | 250 | 247,144 | |
4.875%, 5/12/30 | 250 | 243,397 | |
GATX Corp., 3.25%, 9/15/26 | 400 | 382,193 | |
Lennox International, Inc., 1.70%, 8/1/27 | 300 | 269,564 | |
Parker-Hannifin Corp., 3.25%, 3/1/27 | 200 | 190,722 | |
Roper Technologies, Inc., 2.95%, 9/15/29 | 250 | 224,930 |
Security | Principal Amount (000’s omitted) | Value | |
Industrial (continued) | |||
RTX Corp., 4.50%, 6/1/42 | $ | 100 | $ 89,292 |
United Parcel Service, Inc., 6.20%, 1/15/38 | 250 | 276,865 | |
$ 3,895,335 | |||
Technology — 2.3% | |||
Apple, Inc., 3.85%, 5/4/43 | $ | 500 | $ 433,835 |
Broadcom, Inc.: | |||
3.137%, 11/15/35(2) | 500 | 404,139 | |
3.419%, 4/15/33(2) | 200 | 173,446 | |
Dell International LLC/EMC Corp., 5.30%, 10/1/29 | 250 | 253,148 | |
Intel Corp., 4.875%, 2/10/28 | 200 | 200,580 | |
Kyndryl Holdings, Inc., 2.70%, 10/15/28 | 350 | 310,134 | |
Oracle Corp.: | |||
2.65%, 7/15/26 | 150 | 141,991 | |
3.60%, 4/1/50 | 400 | 289,219 | |
TSMC Arizona Corp., 4.25%, 4/22/32 | 300 | 292,414 | |
Vmware LLC, 2.20%, 8/15/31 | 200 | 162,839 | |
$2,661,745 | |||
Utilities — 1.4% | |||
DTE Electric Co., 2.25%, 3/1/30 | $ | 300 | $260,216 |
Duke Energy Corp., 3.15%, 8/15/27 | 500 | 470,999 | |
PacifiCorp, 4.10%, 2/1/42 | 100 | 80,203 | |
Public Service Electric and Gas Co., 3.95%, 5/1/42 | 1,000 | 845,640 | |
$1,657,058 | |||
Total Corporate Bonds (identified cost $33,855,730) | $30,874,530 |
Sovereign Government Bonds — 0.4% |
Security | Principal Amount (000’s omitted) | Value | |
Mexico Government International Bonds, 5.55%, 1/21/45(3) | $ | 500 | $ 466,382 |
Total Sovereign Government Bonds (identified cost $497,800) | $ 466,382 |
Taxable Municipal Obligations — 0.8% |
Security | Principal Amount (000's omitted) | Value | |
General Obligations — 0.8% | |||
New York City, NY, 3.60%, 8/1/28 | $ | 1,000 | $ 962,090 |
Total Taxable Municipal Obligations (identified cost $995,379) | $ 962,090 |
2
CVT
Investment Grade Bond Index Portfolio (formerly, Calvert VP Investment Grade Bond Index Portfolio)
March 31, 2024
Schedule of Investments (Unaudited) — continued
U.S. Government Agencies and Instrumentalities — 3.5% |
Security | Principal Amount (000's omitted) | Value | |
Federal Home Loan Banks, 0.50%, 4/14/25 | $ | 1,000 | $ 953,377 |
Federal Home Loan Mortgage Corp.: | |||
6.25%, 7/15/32(3) | 850 | 966,780 | |
6.75%, 3/15/31 | 1,000 | 1,145,833 | |
Federal National Mortgage Association, 0.875%, 8/5/30(3) | 1,200 | 972,170 | |
Total U.S. Government Agencies and Instrumentalities (identified cost $4,343,849) | $ 4,038,160 |
U.S. Government Agency Mortgage-Backed Securities — 26.4% |
Security | Principal Amount (000's omitted) | Value | |
Federal Home Loan Mortgage Corp.: | |||
2.00%, with various maturities to 2052 | $ | 6,659 | $ 5,375,242 |
2.50%, with various maturities to 2051 | 2,220 | 1,926,258 | |
3.00%, with various maturities to 2052 | 1,267 | 1,106,918 | |
3.50%, with various maturities to 2048 | 365 | 340,634 | |
4.00%, with various maturities to 2052 | 708 | 665,490 | |
4.50%, with various maturities to 2044 | 496 | 484,558 | |
5.00%, with various maturities to 2040 | 372 | 373,710 | |
6.00%, with various maturities to 2040 | 29 | 29,581 | |
6.50%, 10/1/37 | 12 | 12,746 | |
Federal National Mortgage Association: | |||
1.50%, 9/1/35 | 488 | 426,050 | |
2.00%, with various maturities to 2051 | 4,594 | 3,785,301 | |
2.50%, with various maturities to 2052 | 4,386 | 3,745,475 | |
3.00%, with various maturities to 2052 | 4,761 | 4,201,412 | |
3.50%, with various maturities to 2052 | 3,051 | 2,783,731 | |
4.00%, with various maturities to 2047 | 1,103 | 1,045,347 | |
4.50%, with various maturities to 2044 | 778 | 761,911 | |
5.00%, with various maturities to 2034 | 37 | 37,900 | |
5.50%, with various maturities to 2038 | 169 | 171,767 | |
5.706%, (1 yr. RFUCCT + 1.456%), 9/1/38(6) | 42 | 42,506 | |
6.00%, with various maturities to 2038 | 144 | 148,642 | |
6.50%, with various maturities to 2036 | 22 | 23,372 | |
Government National Mortgage Association: | |||
2.50%, with various maturities to 2052 | 2,612 | 2,216,706 | |
3.00%, 3/20/51 | 314 | 278,294 | |
4.00%, with various maturities to 2042 | 483 | 461,734 | |
4.50%, 7/20/33 | 43 | 42,162 | |
5.00%, with various maturities to 2039 | 194 | 194,272 | |
5.50%, 7/20/34 | 23 | 22,888 | |
6.00%, with various maturities to 2038 | 125 | 129,774 | |
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $35,541,486) | $30,834,381 |
U.S. Treasury Obligations — 39.6% |
Security | Principal Amount (000's omitted) | Value | |
U.S. Treasury Bonds: | |||
1.125%, 8/15/40 | $ | 500 | $ 309,668 |
1.375%, 8/15/50 | 1,000 | 528,398 | |
1.625%, 11/15/50 | 800 | 452,125 | |
1.875%, 2/15/51 | 1,600 | 964,375 | |
2.00%, 8/15/51 | 800 | 495,906 | |
2.25%, 8/15/49 | 650 | 433,659 | |
2.375%, 5/15/51 | 875 | 594,282 | |
2.50%, 2/15/45 | 1,000 | 731,582 | |
3.00%, 5/15/47 | 1,000 | 785,859 | |
3.125%, 11/15/41 | 1,000 | 840,449 | |
3.125%, 8/15/44 | 1,600 | 1,310,906 | |
3.125%, 5/15/48 | 750 | 600,073 | |
3.75%, 11/15/43 | 1,400 | 1,266,863 | |
3.875%, 8/15/40 | 500 | 472,148 | |
4.375%, 5/15/41 | 700 | 698,920 | |
U.S. Treasury Notes: | |||
0.375%, 4/30/25 | 800 | 761,563 | |
0.375%, 11/30/25 | 2,000 | 1,861,016 | |
0.375%, 1/31/26 | 1,500 | 1,387,090 | |
0.375%, 7/31/27 | 300 | 263,203 | |
0.50%, 8/31/27 | 750 | 658,989 | |
0.625%, 5/15/30 | 300 | 242,356 | |
0.625%, 8/15/30 | 1,000 | 801,055 | |
0.875%, 11/15/30 | 250 | 202,412 | |
1.125%, 2/29/28 | 500 | 442,998 | |
1.125%, 8/31/28 | 200 | 174,922 | |
1.125%, 2/15/31 | 1,100 | 902,301 | |
1.25%, 4/30/28 | 1,950 | 1,729,178 | |
1.25%, 9/30/28 | 150 | 131,643 | |
1.25%, 8/15/31 | 1,300 | 1,059,221 | |
1.50%, 8/15/26 | 200 | 186,422 | |
1.50%, 11/30/28 | 1,350 | 1,194,328 | |
1.50%, 2/15/30 | 1,400 | 1,203,945 | |
1.625%, 9/30/26 | 800 | 746,344 | |
1.75%, 1/31/29 | 350 | 312,245 | |
1.875%, 7/31/26 | 1,500 | 1,412,051 | |
2.00%, 2/15/25 | 1,500 | 1,460,189 | |
2.125%, 9/30/24 | 2,750 | 2,708,252 | |
2.25%, 11/15/24 | 2,000 | 1,963,809 | |
2.25%, 3/31/26(3) | 1,000 | 955,117 | |
2.25%, 2/15/27 | 2,400 | 2,259,750 | |
2.25%, 11/15/27 | 2,850 | 2,651,558 | |
2.625%, 2/15/29 | 1,000 | 929,180 | |
2.75%, 8/15/32 | 825 | 740,083 | |
2.875%, 5/15/28 | 425 | 402,272 |
3
CVT
Investment Grade Bond Index Portfolio (formerly, Calvert VP Investment Grade Bond Index Portfolio)
March 31, 2024
Schedule of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
U.S. Treasury Notes: (continued) | |||
2.875%, 8/15/28 | $ | 300 | $ 283,336 |
2.875%, 5/15/32 | 1,075 | 976,234 | |
3.00%, 7/15/25 | 600 | 586,031 | |
3.125%, 11/15/28 | 1,150 | 1,095,555 | |
3.50%, 2/15/33 | 650 | 615,723 | |
3.75%, 5/31/30 | 650 | 633,115 | |
3.875%, 3/31/25 | 300 | 296,628 | |
3.875%, 12/31/29 | 100 | 98,207 | |
4.125%, 11/15/32 | 1,175 | 1,167,174 | |
4.50%, 11/15/33 | 300 | 306,727 | |
Total U.S. Treasury Obligations (identified cost $51,185,430) | $46,287,435 |
Short-Term Investments — 3.4% | |||
Affiliated Fund — 0.9% | |||
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.22%(7) | 1,065,171 | $ 1,065,171 | |
Total Affiliated Fund (identified cost $1,065,171) | $ 1,065,171 | ||
Securities Lending Collateral — 2.5% | |||
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(8) | 2,920,801 | $ 2,920,801 | |
Total Securities Lending Collateral (identified cost $2,920,801) | $ 2,920,801 | ||
Total Short-Term Investments (identified cost $3,985,972) | $ 3,985,972 | ||
Total Investments — 101.7% (identified cost $131,934,054) | $118,928,391 | ||
Other Assets, Less Liabilities — (1.7)% | $ (2,006,247) | ||
Net Assets — 100.0% | $116,922,144 |
The percentage shown for each investment category in the Schedule of Investments is based on net assets. | |
(1) | Amount is less than 0.05%. |
(2) | 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 $1,276,397 or 1.1% of the Fund's net assets. |
(3) | 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 $3,677,940 and the total market value of the collateral received by the Fund was $3,794,972, comprised of cash of $2,920,801 and U.S. government and/or agencies securities of $874,171. |
(4) | Security converts to variable rate after the indicated fixed-rate coupon period. |
(5) | Represents an investment in an issuer that is deemed to be an affiliate. |
(6) | Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at March 31, 2024. |
(7) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of March 31, 2024. |
(8) | Represents investment of cash collateral received in connection with securities lending. |
Abbreviations: | |
RFUCCT | – FTSE USD IBOR Consumer Cash Fallbacks Term |
4
CVT
Investment Grade Bond Index Portfolio (formerly, Calvert VP Investment Grade Bond Index Portfolio)
March 31, 2024
Schedule of Investments (Unaudited) — continued
The Fund did not have any open derivative instruments at March 31, 2024.
Affiliated Investments
At March 31, 2024, the value of the Fund's investment in affiliated issuers and in funds that may be deemed to be affiliated was $1,214,316, which represents 1.0% 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 | Interest/ Dividend income | Principal amount/ Shares, end of period |
Corporate Bonds | ||||||||
Morgan Stanley, 5.00%, 11/24/25 | $ 149,878 | $ — | $ — | $ — | $(607) | $ 149,145 | $ 1,749 | $ 150,000 |
Short-Term Investments | ||||||||
Liquidity Fund, Institutional Class(1) | 1,338,640 | 5,478,682 | (5,752,151) | — | — | 1,065,171 | 14,924 | 1,065,171 |
Total | $ — | $(607) | $1,214,316 | $16,673 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
Fair Value Measurements
U.S. generally accepted accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:
Level 1 - quoted prices in active markets for identical securities
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)
The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following table summarizes the market value of the Fund's holdings as of March 31, 2024, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Asset-Backed Securities | $ — | $48,549 | $ — | $48,549 |
Commercial Mortgage-Backed Securities | — | 1,430,892 | — | 1,430,892 |
Corporate Bonds | — | 30,874,530 | — | 30,874,530 |
Sovereign Government Bonds | — | 466,382 | — | 466,382 |
Taxable Municipal Obligations | — | 962,090 | — | 962,090 |
U.S. Government Agencies and Instrumentalities | — | 4,038,160 | — | 4,038,160 |
U.S. Government Agency Mortgage-Backed Securities | — | 30,834,381 | — | 30,834,381 |
U.S. Treasury Obligations | — | 46,287,435 | — | 46,287,435 |
Short-Term Investments: | ||||
Affiliated Fund | 1,065,171 | — | — | 1,065,171 |
Securities Lending Collateral | 2,920,801 | — | — | 2,920,801 |
Total Investments | $3,985,972 | $114,942,419 | $ — | $118,928,391 |
Name Change
Effective May 1, 2024, the name of the Fund was changed from Calvert VP Investment Grade Bond 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.
5