CVT Investment Grade Bond Index Portfolio

Fund Profile

Fund profile

Fund manager

Calvert Variable Products, Inc.

Total assets

$119.21 mm

Liabilities

$2.45 mm

Net assets

$116.76 mm

Number of holdings

314.00

Top 200 of 314 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	2.74 mm	2.85 mm principal	2.35	Debt	Long	USA
U.S. Treasury Notes	2.33 mm	2.40 mm principal	1.99	Debt	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	2.32 mm	2.32 mm shares	1.99	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	1.99 mm	2.00 mm principal	1.71	Debt	Long	USA
U.S. Treasury Notes	1.92 mm	2.00 mm principal	1.65	Debt	Long	USA
U.S. Treasury Notes	1.80 mm	1.95 mm principal	1.54	Debt	Long	USA
U.S. Treasury Notes	1.49 mm	1.50 mm principal	1.27	Debt	Long	USA
U.S. Treasury Notes	1.45 mm	1.50 mm principal	1.24	Debt	Long	USA
U.S. Treasury Notes	1.43 mm	1.50 mm principal	1.23	Debt	Long	USA
U.S. Treasury Bonds	1.36 mm	1.60 mm principal	1.17	Debt	Long	USA
U.S. Treasury Bonds	1.32 mm	1.40 mm principal	1.13	Debt	Long	USA
Wells Fargo Commercial Mortgage Trust 2015-C26	1.27 mm	1.27 mm principal	1.08	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	1.26 mm	1.40 mm principal	1.08	Debt	Long	USA
U.S. Treasury Notes	1.24 mm	1.35 mm principal	1.06	Debt	Long	USA
U.S. Treasury Notes	1.21 mm	1.18 mm principal	1.04	Debt	Long	USA
Federal Home Loan Mortgage Corp	1.17 mm	1.00 mm principal	1.00	Debt	Long	USA
U.S. Treasury Notes	1.15 mm	1.20 mm principal	0.99	Debt	Long	USA
U.S. Treasury Notes	1.13 mm	1.15 mm principal	0.97	Debt	Long	USA
U.S. Treasury Notes	1.11 mm	1.30 mm principal	0.95	Debt	Long	USA
Shell International Finance BV	1.07 mm	1.10 mm principal	0.92	Debt	Long	Netherlands
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	1.07 mm	1.07 mm shares	0.91	Short-term investment vehicle	Long	USA
Freddie Mac Pool	1.06 mm	1.27 mm principal	0.90	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	1.02 mm	1.20 mm principal	0.88	Debt	Long	USA
T AT&T Inc.	1.02 mm	1.00 mm principal	0.87	Debt	Long	USA
U.S. Treasury Notes	1.02 mm	1.08 mm principal	0.87	Debt	Long	USA
DINO HF Sinclair Corporation	1.01 mm	1.00 mm principal	0.87	Debt	Long	USA
Freddie Mac Pool	1.01 mm	1.15 mm principal	0.86	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	1.00 mm	1.60 mm principal	0.86	Debt	Long	USA
Federal Home Loan Mortgage Corp	992.37 k	850.00 k principal	0.85	Debt	Long	USA
NEW YORK NY	991.46 k	1.00 mm principal	0.85	Debt	Long	USA
Federal Home Loan Banks	979.83 k	1.00 mm principal	0.84	Debt	Long	USA
U.S. Treasury Notes	978.24 k	1.00 mm principal	0.84	Debt	Long	USA
Anheuser-Busch InBev Finance Inc	958.54 k	1.00 mm principal	0.82	Debt	Long	USA
Berkshire Hathaway Finance Corp	950.83 k	1.00 mm principal	0.81	Debt	Long	USA
U.S. Treasury Notes	946.19 k	1.10 mm principal	0.81	Debt	Long	USA
Prudential Financial Inc	935.12 k	1.00 mm principal	0.80	Debt	Long	USA
Freddie Mac Pool	897.76 k	1.08 mm principal	0.77	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	884.06 k	1.00 mm principal	0.76	Debt	Long	USA
Public Service Electric and Gas Co	875.26 k	1.00 mm principal	0.75	Debt	Long	USA
U.S. Treasury Notes	842.95 k	1.00 mm principal	0.72	Debt	Long	USA
U.S. Treasury Bonds	818.50 k	1.00 mm principal	0.70	Debt	Long	USA
Fannie Mae Pool	814.87 k	873.98 k principal	0.70	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	782.10 k	800.00 k principal	0.67	Debt	Long	USA
U.S. Treasury Notes	771.12 k	825.00 k principal	0.66	Debt	Long	USA
U.S. Treasury Notes	769.41 k	800.00 k principal	0.66	Debt	Long	USA
Fannie Mae Pool	767.68 k	852.08 k principal	0.66	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	764.61 k	1.00 mm principal	0.65	Debt	Long	USA
U.S. Treasury Bonds	730.68 k	700.00 k principal	0.63	Debt	Long	USA
Fannie Mae Pool	702.99 k	764.52 k principal	0.60	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	700.99 k	807.43 k principal	0.60	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	690.34 k	782.62 k principal	0.59	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	686.81 k	750.00 k principal	0.59	Debt	Long	USA
U.S. Treasury Notes	654.39 k	650.00 k principal	0.56	Debt	Long	USA
Ginnie Mae II Pool	650.87 k	738.40 k principal	0.56	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	638.80 k	650.00 k principal	0.55	Debt	Long	USA
U.S. Treasury Bonds	623.16 k	750.00 k principal	0.53	Debt	Long	USA
Fannie Mae Pool	622.91 k	721.13 k principal	0.53	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	617.61 k	875.00 k principal	0.53	Debt	Long	USA
Fannie Mae Pool	616.04 k	742.59 k principal	0.53	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	597.07 k	644.78 k principal	0.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	595.16 k	600.00 k principal	0.51	Debt	Long	USA
Freddie Mac Pool	571.63 k	689.84 k principal	0.49	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	565.87 k	626.56 k principal	0.48	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	557.02 k	635.53 k principal	0.48	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	556.86 k	639.12 k principal	0.48	ABS-mortgage backed security	Long	USA
TransCanada Pipelines Ltd	552.53 k	550.00 k principal	0.47	Debt	Long	Canada
U.S. Treasury Bonds	551.17 k	1.00 mm principal	0.47	Debt	Long	USA
BNSF Funding Trust I	547.03 k	540.00 k principal	0.47	Debt	Long	USA
Fannie Mae Pool	531.55 k	572.68 k principal	0.46	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	530.34 k	500.00 k principal	0.45	Debt	Long	USA
Fannie Mae Pool	520.32 k	561.54 k principal	0.45	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	518.67 k	588.00 k principal	0.44	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	518.38 k	624.86 k principal	0.44	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	515.52 k	800.00 k principal	0.44	Debt	Long	USA
U.S. Treasury Notes	500.76 k	500.00 k principal	0.43	Debt	Long	USA
U.S. Treasury Notes	497.30 k	500.00 k principal	0.43	Debt	Long	USA
C Citigroup Inc.	495.20 k	500.00 k principal	0.42	Debt	Long	USA
U.S. Treasury Bonds	492.93 k	500.00 k principal	0.42	Debt	Long	USA
Freddie Mac Pool	486.99 k	584.82 k principal	0.42	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	486.42 k	539.13 k principal	0.42	ABS-mortgage backed security	Long	USA
DUK Duke Energy Corporation	485.95 k	500.00 k principal	0.42	Debt	Long	USA
GM General Motors Company	484.75 k	500.00 k principal	0.42	Debt	Long	USA
Mexico Government International Bonds	478.19 k	500.00 k principal	0.41	Debt	Long	Mexico
PFE Pfizer Inc.	475.77 k	500.00 k principal	0.41	Debt	Long	USA
U.S. Treasury Bonds	470.72 k	800.00 k principal	0.40	Debt	Long	USA
Freddie Mac Pool	470.20 k	539.65 k principal	0.40	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	461.91 k	532.05 k principal	0.40	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	461.02 k	500.00 k principal	0.39	Debt	Long	USA
Fannie Mae Pool	458.05 k	508.40 k principal	0.39	ABS-mortgage backed security	Long	USA
Bank of America Corp	453.65 k	500.00 k principal	0.39	Debt	Long	USA
Fannie Mae Pool	452.44 k	523.97 k principal	0.39	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	450.56 k	650.00 k principal	0.39	Debt	Long	USA
Fannie Mae Pool	444.33 k	533.59 k principal	0.38	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	439.61 k	486.93 k principal	0.38	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	434.45 k	448.83 k principal	0.37	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	433.85 k	500.00 k principal	0.37	Debt	Long	USA
Broadcom Pte. Ltd.	427.76 k	500.00 k principal	0.37	Debt	Long	USA
U.S. Treasury Bonds	426.27 k	400.00 k principal	0.37	Debt	Long	USA
Fannie Mae Pool	424.49 k	509.77 k principal	0.36	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	422.52 k	400.00 k principal	0.36	Debt	Long	USA
Fannie Mae Pool	419.25 k	505.95 k principal	0.36	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	414.92 k	425.00 k principal	0.36	Debt	Long	USA
Fannie Mae Pool	410.78 k	457.34 k principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	407.10 k	452.64 k principal	0.35	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	403.33 k	400.00 k principal	0.35	Debt	Long	USA
GATX GATX Corporation	391.54 k	400.00 k principal	0.34	Debt	Long	USA
Indianapolis Power & Light Co	373.11 k	350.00 k principal	0.32	Debt	Long	USA
Fannie Mae Pool	373.05 k	380.22 k principal	0.32	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	369.08 k	387.80 k principal	0.32	ABS-mortgage backed security	Long	USA
XRAY DENTSPLY SIRONA Inc.	367.62 k	400.00 k principal	0.31	Debt	Long	USA
HSBC HSBC Holdings plc	364.26 k	400.00 k principal	0.31	Debt	Long	UK
Fannie Mae Pool	358.47 k	373.33 k principal	0.31	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	336.12 k	364.79 k principal	0.29	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	332.92 k	388.47 k principal	0.29	ABS-mortgage backed security	Long	USA
Alcon Finance Corp	330.10 k	350.00 k principal	0.28	Debt	Long	USA
U.S. Treasury Bonds	327.71 k	500.00 k principal	0.28	Debt	Long	USA
Fannie Mae Pool	326.13 k	352.52 k principal	0.28	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	324.53 k	350.00 k principal	0.28	Debt	Long	USA
KD Kyndryl Holdings, Inc.	324.40 k	350.00 k principal	0.28	Debt	Long	USA
Freddie Mac Pool	318.25 k	384.06 k principal	0.27	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	314.61 k	343.39 k principal	0.27	ABS-mortgage backed security	Long	USA
ORCL Oracle Corporation	304.79 k	400.00 k principal	0.26	Debt	Long	USA
Fannie Mae Pool	302.41 k	320.70 k principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	300.99 k	361.72 k principal	0.26	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	299.29 k	300.00 k principal	0.26	Debt	Long	USA
Fannie Mae Pool	298.83 k	328.33 k principal	0.26	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	295.61 k	325.00 k principal	0.25	Debt	Long	USA
Ginnie Mae II Pool	292.69 k	297.96 k principal	0.25	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	292.42 k	300.00 k principal	0.25	Debt	Long	USA
BA The Boeing Company	289.01 k	300.00 k principal	0.25	Debt	Long	USA
TAK Takeda Pharmaceutical Company Limited	287.46 k	400.00 k principal	0.25	Debt	Long	Japan
Triton Container International Ltd	287.10 k	300.00 k principal	0.25	Debt	Long	Bermuda
ABBV AbbVie Inc.	286.97 k	300.00 k principal	0.25	Debt	Long	USA
UPS United Parcel Service, Inc.	286.17 k	250.00 k principal	0.25	Debt	Long	USA
Fannie Mae Pool	283.08 k	294.13 k principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	281.08 k	292.42 k principal	0.24	ABS-mortgage backed security	Long	USA
LII Lennox International Inc.	280.28 k	300.00 k principal	0.24	Debt	Long	USA
Freddie Mac Gold Pool	278.97 k	289.02 k principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	276.78 k	315.79 k principal	0.24	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	274.42 k	300.00 k principal	0.24	Debt	Long	USA
DE Deere & Company	273.74 k	250.00 k principal	0.23	Debt	Long	USA
DTE Electric Co	272.99 k	300.00 k principal	0.23	Debt	Long	USA
Ginnie Mae II Pool	272.68 k	298.27 k principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	270.65 k	290.87 k principal	0.23	ABS-mortgage backed security	Long	USA
SYY Sysco Corporation	268.49 k	250.00 k principal	0.23	Debt	Long	USA
U.S. Treasury Bonds	261.63 k	250.00 k principal	0.22	Debt	Long	USA
Dell International LLC / EMC Corp	260.48 k	250.00 k principal	0.22	Debt	Long	USA
Wells Fargo & Co	259.42 k	250.00 k principal	0.22	Debt	Long	USA
Fannie Mae Pool	255.74 k	284.64 k principal	0.22	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	254.82 k	300.00 k principal	0.22	Debt	Long	USA
Freddie Mac Pool	252.58 k	266.89 k principal	0.22	ABS-mortgage backed security	Long	USA
Flex Ltd	250.49 k	250.00 k principal	0.21	Debt	Long	Singapore
Flex Ltd	249.41 k	250.00 k principal	0.21	Debt	Long	Singapore
T-Mobile USA Inc	248.26 k	250.00 k principal	0.21	Debt	Long	USA
US Bancorp	245.56 k	250.00 k principal	0.21	Debt	Long	USA
Wells Fargo & Co	245.27 k	250.00 k principal	0.21	Debt	Long	USA
Bunge Ltd Finance Corp	243.54 k	250.00 k principal	0.21	Debt	Long	USA
ARE Alexandria Real Estate Equities, Inc.	239.74 k	300.00 k principal	0.21	Debt	Long	USA
Bank of America Corp	237.07 k	250.00 k principal	0.20	Debt	Long	USA
VTRS Viatris Inc.	235.63 k	250.00 k principal	0.20	Debt	Long	USA
Roper Technologies Inc	234.80 k	250.00 k principal	0.20	Debt	Long	USA
Northern Natural Gas Co	233.30 k	327.00 k principal	0.20	Debt	Long	USA
Fannie Mae Pool	232.41 k	238.56 k principal	0.20	ABS-mortgage backed security	Long	USA
CHH Choice Hotels International, Inc.	231.39 k	250.00 k principal	0.20	Debt	Long	USA
Invitation Homes Operating Partnership LP	229.21 k	250.00 k principal	0.20	Debt	Long	USA
Fannie Mae Pool	229.14 k	276.53 k principal	0.20	ABS-mortgage backed security	Long	USA
PNC Bank NA	229.10 k	250.00 k principal	0.20	Debt	Long	USA
Fannie Mae Pool	228.53 k	226.46 k principal	0.20	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	225.17 k	265.08 k principal	0.19	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	221.85 k	300.00 k principal	0.19	Debt	Long	USA
MSI Motorola Solutions, Inc.	220.69 k	250.00 k principal	0.19	Debt	Long	USA
U.S. Treasury Notes	213.50 k	200.00 k principal	0.18	Debt	Long	USA
U.S. Treasury Notes	212.82 k	250.00 k principal	0.18	Debt	Long	USA
HCA Inc	208.78 k	200.00 k principal	0.18	Debt	Long	USA
SOLV Solventum Corporation	207.32 k	200.00 k principal	0.18	Debt	Long	USA
INTC Intel Corporation	202.15 k	200.00 k principal	0.17	Debt	Long	USA
KR The Kroger Co.	201.15 k	250.00 k principal	0.17	Debt	Long	USA
SBUX Starbucks Corporation	200.34 k	250.00 k principal	0.17	Debt	Long	USA
VFC V.F. Corporation	197.59 k	225.00 k principal	0.17	Debt	Long	USA
Westpac Banking Corp	197.31 k	200.00 k principal	0.17	Debt	Long	Australia
EPR EPR Properties	197.14 k	200.00 k principal	0.17	Debt	Long	USA
PH Parker-Hannifin Corporation	195.91 k	200.00 k principal	0.17	Debt	Long	USA
Fannie Mae Pool	194.94 k	194.19 k principal	0.17	ABS-mortgage backed security	Long	USA
BP Capital Markets America Inc	194.22 k	200.00 k principal	0.17	Debt	Long	USA
U.S. Treasury Notes	192.23 k	200.00 k principal	0.16	Debt	Long	USA
GPN Global Payments Inc.	190.68 k	200.00 k principal	0.16	Debt	Long	USA
Discovery Communications LLC	189.16 k	200.00 k principal	0.16	Debt	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	188.99 k	200.00 k principal	0.16	Debt	Long	Ireland
Canadian Pacific Railway Co	187.76 k	200.00 k principal	0.16	Debt	Long	Canada
T AT&T Inc.	185.82 k	200.00 k principal	0.16	Debt	Long	USA
PWR Quanta Services, Inc.	184.23 k	200.00 k principal	0.16	Debt	Long	USA
U.S. Treasury Notes	182.22 k	200.00 k principal	0.16	Debt	Long	USA
Broadcom Pte. Ltd.	181.79 k	200.00 k principal	0.16	Debt	Long	USA
Bank of America Corp	178.44 k	200.00 k principal	0.15	Debt	Long	USA
Fannie Mae Pool	178.08 k	188.49 k principal	0.15	ABS-mortgage backed security	Long	USA
KIM Kimco Realty Corporation	173.31 k	200.00 k principal	0.15	Debt	Long	USA
VMW Vmware, Inc.	171.85 k	200.00 k principal	0.15	Debt	Long	USA
Freddie Mac Gold Pool	161.71 k	168.07 k principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	160.18 k	159.35 k principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	159.49 k	155.05 k principal	0.14	ABS-mortgage backed security	Long	USA