CVT Russell 2000 Small Cap Index Portfolio

Fund Profile

Fund profile

Fund manager

Calvert Variable Products, Inc.

Total assets

$288.84 mm

Liabilities

$7.65 mm

Net assets

$281.19 mm

Number of holdings

2.00 k

Top 200 of 2001 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	7.66 mm	7.66 mm shares	2.73	Short-term investment vehicle	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	7.33 mm	7.33 mm shares	2.61	Short-term investment vehicle	Long	USA
iShares Russell 2000 ETF	6.30 mm	28.50 k shares	2.24	Common equity	Long	USA
PCVX Vaxcyte, Inc.	1.36 mm	11.88 k shares	0.48	Common equity	Long	USA
FTAI Aviation Ltd	1.34 mm	10.10 k shares	0.48	Common equity	Long	Cayman Islands
INSM Insmed Incorporated	1.16 mm	15.92 k shares	0.41	Common equity	Long	USA
SFM Sprouts Farmers Market, Inc.	1.11 mm	10.03 k shares	0.39	Common equity	Long	USA
U.S. Treasury Bills	969.69 k	1.00 mm principal	0.34	Short-term investment vehicle	Long	USA
AIT Applied Industrial Technologies, Inc.	860.39 k	3.86 k shares	0.31	Common equity	Long	USA
Fabrinet	858.28 k	3.63 k shares	0.31	Common equity	Long	Cayman Islands
MLI Mueller Industries, Inc.	823.33 k	11.11 k shares	0.29	Common equity	Long	USA
FLR Fluor Corporation	810.02 k	16.98 k shares	0.29	Common equity	Long	USA
ENSG The Ensign Group, Inc.	794.32 k	5.52 k shares	0.28	Common equity	Long	USA
UFPI UFP Industries, Inc.	790.02 k	6.02 k shares	0.28	Common equity	Long	USA
CRS Carpenter Technology Corporation	755.29 k	4.73 k shares	0.27	Common equity	Long	USA
Lantheus Holdings Inc	752.45 k	6.86 k shares	0.27	Common equity	Long	USA
SSB SouthState Corporation	748.77 k	7.71 k shares	0.27	Common equity	Long	USA
MTH Meritage Homes Corporation	732.51 k	3.57 k shares	0.26	Common equity	Long	USA
SPSC SPS Commerce, Inc.	732.02 k	3.77 k shares	0.26	Common equity	Long	USA
HALO Halozyme Therapeutics, Inc.	723.34 k	12.64 k shares	0.26	Common equity	Long	USA
LUMN Lumen Technologies, Inc.	715.25 k	100.74 k shares	0.25	Common equity	Long	USA
TMHC Taylor Morrison Home Corporation	714.61 k	10.17 k shares	0.25	Common equity	Long	USA
SPXC SPX Technologies, Inc.	713.74 k	4.48 k shares	0.25	Common equity	Long	USA
ANF Abercrombie & Fitch Co.	699.50 k	5.00 k shares	0.25	Common equity	Long	USA
JXN Jackson Financial Inc.	692.62 k	7.59 k shares	0.25	Common equity	Long	USA
HQY HealthEquity, Inc.	688.93 k	8.42 k shares	0.25	Common equity	Long	USA
RVMD Revolution Medicines, Inc.	687.32 k	15.16 k shares	0.24	Common equity	Long	USA
MOD Modine Manufacturing Company	682.28 k	5.14 k shares	0.24	Common equity	Long	USA
CVLT Commvault Systems, Inc.	668.02 k	4.34 k shares	0.24	Common equity	Long	USA
Essent Group Ltd	666.82 k	10.37 k shares	0.24	Common equity	Long	Bermuda
BMI Badger Meter, Inc.	650.42 k	2.98 k shares	0.23	Common equity	Long	USA
TRNO Terreno Realty Corporation	646.78 k	9.68 k shares	0.23	Common equity	Long	USA
GKOS Glaukos Corporation	645.80 k	4.96 k shares	0.23	Common equity	Long	USA
CMC Commercial Metals Company	644.35 k	11.72 k shares	0.23	Common equity	Long	USA
HLNE Hamilton Lane Incorporated	643.25 k	3.82 k shares	0.23	Common equity	Long	USA
NOVT Novanta Inc.	637.85 k	3.57 k shares	0.23	Common equity	Long	Canada
RHP Ryman Hospitality Properties, Inc.	637.22 k	5.94 k shares	0.23	Common equity	Long	USA
VRNS Varonis Systems, Inc.	631.05 k	11.17 k shares	0.22	Common equity	Long	USA
CWST Casella Waste Systems, Inc.	622.21 k	6.25 k shares	0.22	Common equity	Long	USA
CBT Cabot Corporation	613.84 k	5.49 k shares	0.22	Common equity	Long	USA
CYTK Cytokinetics, Incorporated	611.32 k	11.58 k shares	0.22	Common equity	Long	USA
NSIT Insight Enterprises, Inc.	608.69 k	2.83 k shares	0.22	Common equity	Long	USA
EXLS ExlService Holdings, Inc.	607.50 k	15.92 k shares	0.22	Common equity	Long	USA
EPRT Essential Properties Realty Trust, Inc.	606.98 k	17.77 k shares	0.22	Common equity	Long	USA
CSWC Capital Southwest Corporation	603.44 k	1.65 k shares	0.21	Common equity	Long	USA
IBP Installed Building Products, Inc.	597.94 k	2.43 k shares	0.21	Common equity	Long	USA
COOP Mr. Cooper Group Inc.	596.04 k	6.47 k shares	0.21	Common equity	Long	USA
ONB Old National Bancorp	594.81 k	31.88 k shares	0.21	Common equity	Long	USA
EXPO Exponent, Inc.	590.35 k	5.12 k shares	0.21	Common equity	Long	USA
BPMC Blueprint Medicines Corporation	589.13 k	6.37 k shares	0.21	Common equity	Long	USA
Cadence Bancorporation	587.82 k	18.46 k shares	0.21	Common equity	Long	USA
KBH KB Home	584.32 k	6.82 k shares	0.21	Common equity	Long	USA
KRG Kite Realty Group Trust	584.29 k	22.00 k shares	0.21	Common equity	Long	USA
CHX ChampionX Corporation	582.71 k	19.33 k shares	0.21	Common equity	Long	USA
MOG-A Moog Inc.	581.41 k	2.88 k shares	0.21	Common equity	Long	USA
BCPC Balchem Corporation	576.40 k	3.28 k shares	0.20	Common equity	Long	USA
MMS Maximus, Inc.	575.73 k	6.18 k shares	0.20	Common equity	Long	USA
WTS Watts Water Technologies, Inc.	574.95 k	2.78 k shares	0.20	Common equity	Long	USA
SIGI Selective Insurance Group, Inc.	574.91 k	6.16 k shares	0.20	Common equity	Long	USA
MMSI Merit Medical Systems, Inc.	572.92 k	5.80 k shares	0.20	Common equity	Long	USA
FSS Federal Signal Corporation	569.36 k	6.09 k shares	0.20	Common equity	Long	USA
DY Dycom Industries, Inc.	567.25 k	2.88 k shares	0.20	Common equity	Long	USA
BCC Boise Cascade Company	565.61 k	4.01 k shares	0.20	Common equity	Long	USA
Aurora Innovation, Inc.	561.68 k	94.88 k shares	0.20	Common equity	Long	USA
BECN Beacon Roofing Supply, Inc.	557.65 k	6.45 k shares	0.20	Common equity	Long	USA
ALTR Altair Engineering Inc.	553.10 k	5.79 k shares	0.20	Common equity	Long	USA
CXT Crane NXT, Co.	547.62 k	14.61 k shares	0.19	Common equity	Long	USA
OPCH Option Care Health, Inc.	544.03 k	17.38 k shares	0.19	Common equity	Long	USA
ACIW ACI Worldwide, Inc.	543.82 k	10.68 k shares	0.19	Common equity	Long	USA
GTLS Chart Industries, Inc.	540.63 k	4.36 k shares	0.19	Common equity	Long	USA
ZETA Zeta Global Holdings Corp.	540.10 k	18.11 k shares	0.19	Common equity	Long	USA
RDN Radian Group Inc.	532.56 k	15.35 k shares	0.19	Common equity	Long	USA
AVAV AeroVironment, Inc.	531.73 k	2.65 k shares	0.19	Common equity	Long	USA
BIPC Brookfield Infrastructure Corporation	527.98 k	12.16 k shares	0.19	Common equity	Long	Canada
GBCI Glacier Bancorp, Inc.	527.47 k	11.54 k shares	0.19	Common equity	Long	USA
BCO The Brink's Company	526.39 k	4.55 k shares	0.19	Common equity	Long	USA
ZWS Zurn Elkay Water Solutions Corporation	524.47 k	14.59 k shares	0.19	Common equity	Long	USA
HOMB Home Bancshares, Inc. (Conway, AR)	517.18 k	19.09 k shares	0.18	Common equity	Long	USA
SKY Skyline Champion Corporation	515.51 k	5.44 k shares	0.18	Common equity	Long	USA
KNF Knife River Corporation	514.53 k	5.76 k shares	0.18	Common equity	Long	USA
GPI Group 1 Automotive, Inc.	513.66 k	1.34 k shares	0.18	Common equity	Long	USA
TMDX TransMedics Group, Inc.	510.56 k	3.25 k shares	0.18	Common equity	Long	USA
PI Impinj, Inc.	502.98 k	2.32 k shares	0.18	Common equity	Long	USA
RNA Avidity Biosciences, Inc.	502.70 k	10.95 k shares	0.18	Common equity	Long	USA
BOOT Boot Barn Holdings, Inc.	501.51 k	3.00 k shares	0.18	Common equity	Long	USA
UBSI United Bankshares, Inc.	496.95 k	13.40 k shares	0.18	Common equity	Long	USA
Noble Corp PLC	495.99 k	13.72 k shares	0.18	Common equity	Long	UK
MUR Murphy Oil Corporation	495.81 k	14.70 k shares	0.18	Common equity	Long	USA
POR Portland General Electric Company	493.23 k	10.30 k shares	0.18	Common equity	Long	USA
MATX Matson, Inc.	491.33 k	3.45 k shares	0.17	Common equity	Long	USA
PIPR Piper Sandler Companies	491.28 k	1.73 k shares	0.17	Common equity	Long	USA
MC Moelis & Company	490.53 k	7.16 k shares	0.17	Common equity	Long	USA
ITRI Itron, Inc.	489.83 k	4.59 k shares	0.17	Common equity	Long	USA
ABG Asbury Automotive Group, Inc.	489.59 k	2.05 k shares	0.17	Common equity	Long	USA
FFIN First Financial Bankshares, Inc.	487.90 k	13.18 k shares	0.17	Common equity	Long	USA
TENB Tenable Holdings, Inc.	484.05 k	11.95 k shares	0.17	Common equity	Long	USA
QLYS Qualys, Inc.	483.14 k	3.76 k shares	0.17	Common equity	Long	USA
BDC Belden Inc.	481.05 k	4.11 k shares	0.17	Common equity	Long	USA
FELE Franklin Electric Co., Inc.	481.02 k	4.59 k shares	0.17	Common equity	Long	USA
GATX GATX Corporation	478.94 k	3.62 k shares	0.17	Common equity	Long	USA
CNX CNX Resources Corporation	478.06 k	14.68 k shares	0.17	Common equity	Long	USA
UMBF UMB Financial Corporation	477.62 k	4.54 k shares	0.17	Common equity	Long	USA
QTWO Q2 Holdings, Inc.	475.51 k	5.96 k shares	0.17	Common equity	Long	USA
Summit Materials, Inc.	470.31 k	12.05 k shares	0.17	Common equity	Long	USA
VRRM Verra Mobility Corporation	469.10 k	16.87 k shares	0.17	Common equity	Long	USA
Alkermes PLC	468.02 k	16.72 k shares	0.17	Common equity	Long	Ireland
RMBS Rambus Inc.	465.60 k	11.03 k shares	0.17	Common equity	Long	USA
RDNT RadNet, Inc.	464.77 k	6.70 k shares	0.17	Common equity	Long	USA
SM SM Energy Company	463.29 k	11.59 k shares	0.16	Common equity	Long	USA
NJR New Jersey Resources Corporation	462.32 k	9.80 k shares	0.16	Common equity	Long	USA
IRT Independence Realty Trust, Inc.	461.66 k	22.52 k shares	0.16	Common equity	Long	USA
KTB Kontoor Brands, Inc.	461.16 k	5.64 k shares	0.16	Common equity	Long	USA
PECO Phillips Edison & Company, Inc.	460.89 k	12.22 k shares	0.16	Common equity	Long	USA
MHO M/I Homes, Inc.	460.79 k	2.69 k shares	0.16	Common equity	Long	USA
BOX Box, Inc.	460.48 k	14.07 k shares	0.16	Common equity	Long	USA
ACA Arcosa, Inc.	458.83 k	4.84 k shares	0.16	Common equity	Long	USA
KRYS Krystal Biotech, Inc.	457.44 k	2.51 k shares	0.16	Common equity	Long	USA
ADMA ADMA Biologics, Inc.	456.05 k	22.81 k shares	0.16	Common equity	Long	USA
SLG SL Green Realty Corp.	455.81 k	6.55 k shares	0.16	Common equity	Long	USA
SWX Southwest Gas Holdings, Inc.	455.17 k	6.17 k shares	0.16	Common equity	Long	USA
HRI Herc Holdings Inc.	454.53 k	2.85 k shares	0.16	Common equity	Long	USA
AVNT Avient Corporation	454.19 k	9.03 k shares	0.16	Common equity	Long	USA
MARA Marathon Digital Holdings, Inc.	449.28 k	27.70 k shares	0.16	Common equity	Long	USA
FCFS FirstCash Holdings, Inc	447.95 k	3.90 k shares	0.16	Common equity	Long	USA
Signet Jewelers Ltd	446.29 k	4.33 k shares	0.16	Common equity	Long	Bermuda
CTRE CareTrust REIT, Inc.	445.99 k	14.45 k shares	0.16	Common equity	Long	USA
STRL Sterling Infrastructure, Inc.	444.34 k	3.06 k shares	0.16	Common equity	Long	USA
HWC Hancock Whitney Corporation	443.23 k	8.66 k shares	0.16	Common equity	Long	USA
FUL H.B. Fuller Company	440.40 k	5.55 k shares	0.16	Common equity	Long	USA
ITGR Integer Holdings Corporation	430.69 k	3.31 k shares	0.15	Common equity	Long	USA
SBRA Sabra Health Care REIT, Inc.	429.95 k	23.10 k shares	0.15	Common equity	Long	USA
MGY Magnolia Oil & Gas Corporation	428.45 k	17.55 k shares	0.15	Common equity	Long	USA
ASGN ASGN Incorporated	426.15 k	4.57 k shares	0.15	Common equity	Long	USA
BKH Black Hills Corporation	424.78 k	6.95 k shares	0.15	Common equity	Long	USA
OGS ONE Gas, Inc.	424.64 k	5.71 k shares	0.15	Common equity	Long	USA
ASO Academy Sports and Outdoors, Inc.	421.24 k	7.22 k shares	0.15	Common equity	Long	USA
OSCR Oscar Health, Inc.	417.77 k	19.70 k shares	0.15	Common equity	Long	USA
ABCB Ameris Bancorp	416.08 k	6.67 k shares	0.15	Common equity	Long	USA
TPH Tri Pointe Homes, Inc.	414.90 k	9.16 k shares	0.15	Common equity	Long	USA
ORA Ormat Technologies, Inc.	414.71 k	5.39 k shares	0.15	Common equity	Long	USA
AEO American Eagle Outfitters, Inc.	413.66 k	18.48 k shares	0.15	Common equity	Long	USA
ENS EnerSys	413.61 k	4.05 k shares	0.15	Common equity	Long	USA
Enstar Group Ltd	412.60 k	1.28 k shares	0.15	Common equity	Long	Bermuda
SFBS ServisFirst Bancshares, Inc.	409.33 k	5.09 k shares	0.15	Common equity	Long	USA
CRNX Crinetics Pharmaceuticals, Inc.	402.82 k	7.88 k shares	0.14	Common equity	Long	USA
HAE Haemonetics Corporation	402.14 k	5.00 k shares	0.14	Common equity	Long	USA
Credo Technology Group Holding Ltd	401.76 k	13.04 k shares	0.14	Common equity	Long	Cayman Islands
RUN Sunrun Inc.	399.92 k	22.14 k shares	0.14	Common equity	Long	USA
TXNM TXNM Energy, Inc.	399.27 k	9.12 k shares	0.14	Common equity	Long	USA
AEIS Advanced Energy Industries, Inc.	399.07 k	3.79 k shares	0.14	Common equity	Long	USA
WK Workiva Inc.	397.50 k	5.02 k shares	0.14	Common equity	Long	USA
HL Hecla Mining Company	396.95 k	59.51 k shares	0.14	Common equity	Long	USA
VLY Valley National Bancorp	396.10 k	43.72 k shares	0.14	Common equity	Long	USA
WHD Cactus, Inc.	396.03 k	6.64 k shares	0.14	Common equity	Long	USA
ICUI ICU Medical, Inc.	395.78 k	2.17 k shares	0.14	Common equity	Long	USA
Primo Water Corporation	394.68 k	15.63 k shares	0.14	Common equity	Long	Canada
KAI Kadant Inc.	394.45 k	1.17 k shares	0.14	Common equity	Long	USA
MAC The Macerich Company	393.44 k	21.57 k shares	0.14	Common equity	Long	USA
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc.	392.65 k	11.39 k shares	0.14	Common equity	Long	USA
KFY Korn Ferry	391.77 k	5.21 k shares	0.14	Common equity	Long	USA
SHAK Shake Shack Inc.	389.00 k	3.77 k shares	0.14	Common equity	Long	USA
CWAN Clearwater Analytics Holdings, Inc.	388.14 k	15.37 k shares	0.14	Common equity	Long	USA
SR Spire Inc.	387.32 k	5.76 k shares	0.14	Common equity	Long	USA
RXO RXO, Inc.	384.80 k	13.74 k shares	0.14	Common equity	Long	USA
SEM Select Medical Holdings Corporation	382.42 k	10.97 k shares	0.14	Common equity	Long	USA
FTDR Frontdoor, Inc.	381.62 k	7.95 k shares	0.14	Common equity	Long	USA
Biohaven Ltd	380.12 k	7.61 k shares	0.14	Common equity	Long	Virgin Islands (British)
CORT Corcept Therapeutics Incorporated	379.08 k	8.19 k shares	0.13	Common equity	Long	USA
FUN Six Flags Entertainment Corporation/NEW	378.95 k	9.40 k shares	0.13	Common equity	Long	USA
Madrigal Pharmaceuticals, Inc.	377.11 k	1.78 k shares	0.13	Common equity	Long	USA
SANM Sanmina Corporation	376.41 k	5.50 k shares	0.13	Common equity	Long	USA
IIPR Innovative Industrial Properties, Inc.	375.26 k	2.79 k shares	0.13	Common equity	Long	USA
SLAB Silicon Laboratories Inc.	375.26 k	3.25 k shares	0.13	Common equity	Long	USA
PLXS Plexus Corp.	374.31 k	2.74 k shares	0.13	Common equity	Long	USA
NEOG Neogen Corporation	371.55 k	22.10 k shares	0.13	Common equity	Long	USA
ALE ALLETE, Inc.	370.31 k	5.77 k shares	0.13	Common equity	Long	USA
CNO CNO Financial Group, Inc.	369.43 k	10.53 k shares	0.13	Common equity	Long	USA
Golar LNG Ltd	368.56 k	10.03 k shares	0.13	Common equity	Long	Bermuda
POWI Power Integrations, Inc.	367.66 k	5.73 k shares	0.13	Common equity	Long	USA
DNLI Denali Therapeutics Inc.	366.80 k	12.59 k shares	0.13	Common equity	Long	USA
CRC California Resources Corporation	366.71 k	6.99 k shares	0.13	Common equity	Long	USA
ACLX Arcellx, Inc.	364.69 k	4.37 k shares	0.13	Common equity	Long	USA
IDCC InterDigital, Inc.	363.00 k	2.56 k shares	0.13	Common equity	Long	USA
BBIO BridgeBio Pharma, Inc.	362.55 k	14.24 k shares	0.13	Common equity	Long	USA
GMS GMS Inc.	362.19 k	4.00 k shares	0.13	Common equity	Long	USA
LRN Stride, Inc.	361.12 k	4.23 k shares	0.13	Common equity	Long	USA
WD Walker & Dunlop, Inc.	360.65 k	3.18 k shares	0.13	Common equity	Long	USA
SHOO Steven Madden, Ltd.	359.78 k	7.34 k shares	0.13	Common equity	Long	USA
AXNX Axonics, Inc.	359.21 k	5.16 k shares	0.13	Common equity	Long	USA
NUVL Nuvalent, Inc.	358.97 k	3.51 k shares	0.13	Common equity	Long	USA
PBH Prestige Consumer Healthcare Inc.	358.41 k	4.97 k shares	0.13	Common equity	Long	USA
CVCO Cavco Industries, Inc.	358.01 k	836.00 shares	0.13	Common equity	Long	USA
STEP StepStone Group Inc.	357.86 k	6.30 k shares	0.13	Common equity	Long	USA
TEX Terex Corporation	357.20 k	6.75 k shares	0.13	Common equity	Long	USA
NHI National Health Investors, Inc.	356.41 k	4.24 k shares	0.13	Common equity	Long	USA
NOG Northern Oil and Gas, Inc.	355.84 k	10.05 k shares	0.13	Common equity	Long	USA
PCH PotlatchDeltic Corporation	355.76 k	7.90 k shares	0.13	Common equity	Long	USA
BNL Broadstone Net Lease, Inc.	355.50 k	18.76 k shares	0.13	Common equity	Long	USA
ASTS AST SpaceMobile, Inc.	354.88 k	13.57 k shares	0.13	Common equity	Long	USA
TDW Tidewater Inc.	354.71 k	4.94 k shares	0.13	Common equity	Long	USA