Calvert > CALVERT VARIABLE SERIES INC
Calvert VP SRI Balanced Portfolio
$381.76M
Avg Monthly Net Assets
$466.52M
Total Assets
$41.10M
Total Liabilities
$425.42M
Net Assets
Calvert VP SRI Balanced Portfolio is an Underlying fund in CALVERT VARIABLE SERIES INC
from Calvert,
based in District of Columbia,
United States of America.
The fund has two share classes
and monthly net assets of $381.76M.
On August 20th, 2024 it reported 498 holdings, the largest
being Microsoft Corp (5.6%), NVIDIA Corp (4.6%) and Apple Inc (4.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Calvert VP SRI Balanced Portfolio - Class F | C000135675 | ||
| Calvert VP SRI Balanced Portfolio - Class I | C000023784 |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AbbVie Inc | Long | Equity-common | US | $7M | 41K | 1.67 |
| AbbVie Inc | Long | Debt | US | $213K | – | 0.05 |
| AIB Group PLC | Long | Debt | IE | $199K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $386K | – | 0.09 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $59K | – | 0.01 |
| Allstate Corp/The | Long | Equity-common | US | $5M | 34K | 1.27 |
| Ally Financial Inc | Long | Debt | US | $385K | – | 0.09 |
| Ally Financial Inc | Long | Debt | US | $119K | – | 0.03 |
| Ally Financial Inc | Long | Debt | US | $99K | – | 0.02 |
| Ally Financial Inc | Long | Debt | US | $74K | – | 0.02 |
| Alphabet Inc | Long | Equity-common | US | $15M | 82K | 3.51 |
| Alphabet Inc | Long | Equity-common | US | $7M | 38K | 1.61 |
| Amazon.com Inc | Long | Equity-common | US | $13M | 67K | 3.05 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $383K | – | 0.09 |
| American Assets Trust LP | Long | Debt | US | $69K | – | 0.02 |
| American National Group LLC | Long | Debt | US | $67K | – | 0.02 |
| AMETEK Inc | Long | Equity-common | US | $4M | 23K | 0.90 |
| Analog Devices Inc | Long | Equity-common | US | $5M | 20K | 1.06 |
| Andrew W Mellon Foundation/The | Long | Debt | US | $299K | – | 0.07 |
| Apollo Debt Solutions BDC | Long | Debt | US | $77K | – | 0.02 |
| Apple Inc | Long | Equity-common | US | $18M | 85K | 4.22 |
| AptarGroup Inc | Long | Equity-common | US | $3M | 22K | 0.72 |
| Ashtead Capital Inc | Long | Debt | US | $360K | – | 0.08 |
| Ashtead Capital Inc | Long | Debt | US | $189K | – | 0.04 |
| Asian Development Bank | Long | Debt | XX | $512K | – | 0.12 |
| ASR Nederland NV | Long | Debt | NL | $121K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $418K | – | 0.10 |
| Automatic Data Processing Inc | Long | Equity-common | US | $4M | 16K | 0.92 |
| Avangrid Inc | Long | Debt | US | $139K | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $142K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $99K | – | 0.02 |
| Baker Hughes Co | Long | Equity-common | US | $6M | 175K | 1.45 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $446K | – | 0.10 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $601K | – | 0.14 |
| Banco Santander SA | Long | Debt | ES | $219K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $199K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $809K | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $560K | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $470K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $374K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $217K | – | 0.05 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $457K | – | 0.11 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $456K | – | 0.11 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $250K | – | 0.06 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $215K | – | 0.05 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $166K | – | 0.04 |
| BJ's Wholesale Club Holdings Inc | Long | Equity-common | US | $4M | 48K | 0.99 |
| Blackstone Private Credit Fund | Long | Debt | US | $85K | – | 0.02 |
| Blue Owl Credit Income Corp | Long | Debt | US | $83K | – | 0.02 |
| BlueHub Loan Fund Inc | Long | Debt | US | $559K | – | 0.13 |
| BNP Paribas SA | Long | Debt | FR | $425K | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $213K | – | 0.05 |
| Booz Allen Hamilton Holding Corp | Long | Equity-common | US | $3M | 18K | 0.65 |
| BPR Trust 2022-SSP | Long | ABS-mortgage backed security | US | $297K | – | 0.07 |
| Bristol-Myers Squibb Co | Long | Debt | US | $460K | – | 0.11 |
| Broadcom Inc | Long | Equity-common | US | $7M | 4K | 1.60 |
| Broadstone Net Lease LLC | Long | Debt | US | $19K | – | 0.00 |
| Brookfield Finance Inc | Long | Debt | CA | $644K | – | 0.15 |
| Brookfield Property Partners LP | Long | Equity-preferred | BM | $158K | 12K | 0.04 |
| Brookfield Property Partners LP | Long | Equity-preferred | BM | $155K | 13K | 0.04 |
| Burlington Stores Inc | Long | Equity-common | US | $3M | 14K | 0.79 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $692K | – | 0.16 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $657K | – | 0.15 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $200K | – | 0.05 |
| CaixaBank SA | Long | Debt | ES | $679K | – | 0.16 |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE (California Health Facilities Financing Authority) | Long | Debt | US | $385K | – | 0.09 |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE (California Health Facilities Financing Authority) | Long | Debt | US | $331K | – | 0.08 |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE (California Health Facilities Financing Authority) | Long | Debt | US | $271K | – | 0.06 |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE (California Health Facilities Financing Authority) | Long | Debt | US | $189K | – | 0.04 |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE (California Health Facilities Financing Authority) | Long | Debt | US | $181K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $186K | – | 0.04 |
| Cascade MH Asset Trust 2022-MH1 | Long | ABS-other | US | $348K | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $298K | – | 0.07 |
| Celanese US Holdings LLC | Long | Debt | US | $132K | – | 0.03 |
| Centene Corp | Long | Debt | US | $246K | – | 0.06 |
| Centene Corp | Long | Debt | US | $205K | – | 0.05 |
| Centene Corp | Long | Debt | US | $177K | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $656K | – | 0.15 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $847K | – | 0.20 |
| CHNGE Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $217K | – | 0.05 |
| CHNGE Mortgage Trust 2023-4 | Long | ABS-mortgage backed security | US | $301K | – | 0.07 |
| CI Financial Corp | Long | Debt | CA | $376K | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $298K | – | 0.07 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $44K | – | 0.01 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $150K | – | 0.04 |
| Coinstar Funding LLC Series 2017-1 (Coinstar Funding, LLC) | Long | ABS-other | US | $376K | – | 0.09 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LLC) | Long | ABS-other | US | $550K | – | 0.13 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LLC) | Long | ABS-other | US | $321K | – | 0.08 |
| Comcast Corp | Long | Equity-common | US | $2M | 60K | 0.56 |
| Compass Minerals International Inc | Long | Debt | US | $392K | – | 0.09 |
| Concentrix Corp | Long | Debt | US | $1M | – | 0.31 |
| Conn's Receivables Funding 2022-A LLC (Conn Funding II, L.P) | Long | ABS-other | US | $531K | – | 0.12 |
| Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE) | Long | Debt | XX | $314K | – | 0.07 |
| CONNECTICUT ST SPL TAX OBLIG REVENUE (State of Connecticut Special Tax Revenue) | Long | Debt | US | $301K | – | 0.07 |
| Conservation Fund A Nonprofit Corp/The | Long | Debt | US | $258K | – | 0.06 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $430K | – | 0.10 |
| CoStar Group Inc | Long | Equity-common | US | $2M | 30K | 0.52 |
| Credit Agricole SA | Long | Debt | FR | $693K | – | 0.16 |
| Credit Agricole SA | Long | Debt | FR | $257K | – | 0.06 |
| CSMC 2021-BPNY (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| CSMC 2022-NWPT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $291K | – | 0.07 |
| CVS Pass-Through Trust | Long | Debt | US | $221K | – | 0.05 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $257K | – | 0.06 |
| DB Master Finance LLC | Long | ABS-other | US | $76K | – | 0.02 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $332K | – | 0.08 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $148K | – | 0.03 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $375K | – | 0.09 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $89K | – | 0.02 |
| Diamond Issuer LLC | Long | ABS-other | US | $706K | – | 0.17 |
| DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE (District of Columbia Water & Sewer Authority) | Long | Debt | US | $117K | – | 0.03 |
| Doris Duke Charitable Foundation/The | Long | Debt | US | $402K | – | 0.09 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $83K | – | 0.02 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $82K | – | 0.02 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $153K | – | 0.04 |
| Elevance Health Inc | Long | Equity-common | US | $5M | 9K | 1.08 |
| Eli Lilly & Co | Long | Equity-common | US | $7M | 7K | 1.57 |
| Enact Holdings Inc | Long | Debt | US | $660K | – | 0.16 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $529K | – | 0.12 |
| Enviva Partners LP / Enviva Partners Finance Corp (ENVIVA PARTNERS LP/FIN C) | Long | Debt | US | $34K | – | 0.01 |
| Enviva Partners LP/Fin C 2024 DIP Tranche Delayed Draw Term Loan A | Long | Loan | US | $6K | – | 0.00 |
| Enviva Partners LP/Fin C 2024 DIP Tranche Delayed Draw Term Loan B | Long | Loan | US | $14K | – | 0.00 |
| Enviva Partners LP/Fin C 2024 Term Loan | Long | Loan | US | $10K | – | 0.00 |
| EPR Properties | Long | Debt | US | $465K | – | 0.11 |
| EPR Properties | Long | Debt | US | $449K | – | 0.11 |
| EPR Properties | Long | Debt | US | $133K | – | 0.03 |
| Essent Group Ltd | Long | Debt | BM | $280K | – | 0.07 |
| European Investment Bank | Long | Debt | XX | $2M | – | 0.44 |
| European Investment Bank | Long | Debt | XX | $965K | – | 0.23 |
| European Investment Bank | Long | Debt | XX | $774K | – | 0.18 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $544K | – | 0.13 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $395K | – | 0.09 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| ExteNet LLC 2019-1 (ExteNet Systems) | Long | ABS-other | US | $344K | – | 0.08 |
| ExteNet LLC 2019-1 (ExteNet Systems) | Long | ABS-other | US | $55K | – | 0.01 |
| Fair Isaac Corp | Long | Equity-common | US | $4M | 3K | 0.97 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $418K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $297K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $151K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Grantor Trust 2017-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $256K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $949K | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $858K | – | 0.20 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $831K | – | 0.20 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $435K | – | 0.10 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $432K | – | 0.10 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $368K | – | 0.09 |
| FirstService Corp | Long | Equity-common | CA | $3M | 22K | 0.78 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $377K | – | 0.09 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $356K | – | 0.08 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $98K | – | 0.02 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $90K | – | 0.02 |
| FOCUS Brands Funding LLC | Long | ABS-other | US | $162K | – | 0.04 |
| Ford Foundation/The | Long | Debt | US | $262K | – | 0.06 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $36K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $548K | – | 0.13 |
| Ford Motor Credit Co LLC | Long | Debt | US | $371K | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $263K | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $168K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $511K | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $231K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $935K | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| Freddie Mac STACR Trust 2019-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2023-4SZN) | Long | ABS-mortgage backed security | US | $272K | – | 0.06 |
| Gartner Inc | Long | Equity-common | US | $4M | 9K | 0.93 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $400K | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $313K | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $172K | – | 0.04 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $86K | – | 0.02 |
| GFL Environmental Inc | Long | Equity-common | CA | $3M | 74K | 0.67 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $348K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $333K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $187K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Global Atlantic Fin Co | Long | Debt | US | $726K | – | 0.17 |
| Global Atlantic Fin Co | Long | Debt | US | $377K | – | 0.09 |
| Global Atlantic Fin Co | Long | Debt | US | $310K | – | 0.07 |
| Global Atlantic Fin Co | Long | Debt | US | $238K | – | 0.06 |
| GoodLeap Sustainable Home Solutions Trust 2021-5 (GoodLeap Sustainable Home Improvement Loan Trust) | Long | ABS-other | US | $152K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $663K | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $176K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $442K | – | 0.10 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Long | Debt | US | $1M | – | 0.27 |
| Hardee's Funding LLC (Hardee's Funding LLC and Carls' Jr Funding LLC) | Long | ABS-other | US | $158K | – | 0.04 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $223K | – | 0.05 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $147K | – | 0.03 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $94K | – | 0.02 |
| Hawaii Hotel Trust 2019-MAUI | Long | ABS-mortgage backed security | US | $987K | – | 0.23 |
| HEICO Corp | Long | Equity-common | US | $3M | 14K | 0.71 |
| HLTN COMMERCIAL MORTGAGE TRUST (HLTN Commercial Mortgage Trust 2024-DPLO) | Long | ABS-mortgage backed security | US | $264K | – | 0.06 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $274K | – | 0.06 |
| Home Re 2018-1 Ltd (Home Re 2018-1 Ltd.) | Long | ABS-mortgage backed security | BM | $64K | – | 0.01 |
| Home RE 2021-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $152K | – | 0.04 |
| Horizon Aircraft Finance I Ltd (Horizon Aircraft Finance I Limited) | Long | ABS-other | US | $147K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $383K | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $285K | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $41K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $26K | – | 0.01 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $3M | 25K | 0.80 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | XX | $1M | – | 0.28 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $539K | – | 0.13 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $203K | – | 0.05 |
| Intuitive Surgical Inc | Long | Equity-common | US | $4M | 9K | 0.92 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $598K | – | 0.14 |
| Jersey Mike's Funding LLC (Jersey Mike's Funding, LLC) | Long | ABS-other | US | $268K | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $445K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $374K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $258K | – | 0.06 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $54K | – | 0.01 |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $294K | – | 0.07 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $748K | – | 0.18 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $1M | – | 0.33 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $192K | – | 0.05 |
| Kyndryl Holdings Inc | Long | Debt | US | $449K | – | 0.11 |
| Kyndryl Holdings Inc | Long | Debt | US | $206K | – | 0.05 |
| Kyndryl Holdings Inc | Long | Debt | US | $37K | – | 0.01 |
| LAD Auto Receivables Trust 2023-1 | Long | ABS-other | US | $62K | – | 0.01 |
| LAD Auto Receivables Trust 2023-4 | Long | ABS-other | US | $96K | – | 0.02 |
| Lam Research Corp | Long | Equity-common | US | $4M | 4K | 0.88 |
| LCPR Senior Secured Financing DAC (LCPR SR SECURED FIN DAC) | Long | Debt | IE | $281K | – | 0.07 |
| Liberty Mutual Group Inc | Long | Debt | US | $294K | – | 0.07 |
| LifePoint Health Inc | Long | Debt | US | $51K | – | 0.01 |
| Linde PLC | Long | Equity-common | IE | $3M | 6K | 0.61 |
| Lithia Motors Inc | Long | Debt | US | $335K | – | 0.08 |
| Lithia Motors Inc | Long | Debt | US | $53K | – | 0.01 |
| LL ABS Trust 2022-1 (Reach Financial LLC) | Long | ABS-other | US | $89K | – | 0.02 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan 2020-1 Ltd.) | Long | ABS-other | KY | $40K | – | 0.01 |
| LPL Holdings Inc | Long | Debt | US | $152K | – | 0.04 |
| Marlette Funding Trust 2023-1 | Long | ABS-other | US | $102K | – | 0.02 |
| Marriott International Inc/MD | Long | Equity-common | US | $3M | 13K | 0.76 |
| MASSACHUSETTS ST (Commonwealth of Massachusetts) | Long | Debt | US | $340K | – | 0.08 |
| MasTec Inc | Long | Debt | US | $292K | – | 0.07 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $293K | – | 0.07 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $219K | – | 0.05 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $225K | – | 0.05 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $68K | – | 0.02 |
| Microsoft Corp | Long | Equity-common | US | $24M | 54K | 5.63 |
| Mill City Solar Loan 2020-1 Ltd (Mill City Solar Loan 2020-1 Ltd.) | Long | ABS-other | KY | $90K | – | 0.02 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $11M | 11M | 2.61 |
| Mosaic Solar Loan Trust 2019-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $136K | – | 0.03 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $301K | – | 0.07 |
| Mosaic Solar Loan Trust 2020-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $35K | – | 0.01 |
| Mosaic Solar Loan Trust 2020-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $35K | – | 0.01 |
| Mosaic Solar Loan Trust 2020-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $73K | – | 0.02 |
| Mosaic Solar Loan Trust 2020-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $62K | – | 0.01 |
| Mosaic Solar Loan Trust 2021-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $326K | – | 0.08 |
| Mosaic Solar Loan Trust 2021-3 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $79K | – | 0.02 |
| Mosaic Solar Loan Trust 2022-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $37K | – | 0.01 |
| Multifamily Connecticut Avenue Securities Trust 2019-01 | Long | ABS-mortgage backed security | US | $453K | – | 0.11 |
| Multifamily Connecticut Avenue Securities Trust 2020-01 | Long | ABS-mortgage backed security | US | $519K | – | 0.12 |
| NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE (Narragansett Bay Commission) | Long | Debt | US | $147K | – | 0.03 |
| NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE (Narragansett Bay Commission) | Long | Debt | US | $118K | – | 0.03 |
| NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE (Narragansett Bay Commission) | Long | Debt | US | $110K | – | 0.03 |
| NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE (Narragansett Bay Commission) | Long | Debt | US | $104K | – | 0.02 |
| Neighborly Issuer LLC | Long | ABS-other | US | $339K | – | 0.08 |
| Netflix Inc | Long | Equity-common | US | $4M | 6K | 0.94 |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE (New York City Transitional Finance Authority Future Tax Secured Revenue) | Long | Debt | US | $553K | – | 0.13 |
| NEW YORK NY (City of New York NY) | Long | Debt | US | $470K | – | 0.11 |
| Newmark Group Inc | Long | Debt | US | $111K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $189K | – | 0.04 |
| NextEra Energy Inc | Long | Equity-common | US | $4M | 60K | 0.99 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $34K | – | 0.01 |
| NextGear Floorplan Master Owner Trust | Long | ABS-other | US | $259K | – | 0.06 |
| NIKE Inc | Long | Equity-common | US | $2M | 21K | 0.36 |
| Novo Nordisk A/S | Long | Equity-common | DK | $3M | 20K | 0.67 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $208K | – | 0.05 |
| Nuveen LLC | Long | Debt | US | $403K | – | 0.09 |
| NVIDIA Corp | Long | Equity-common | US | $20M | 159K | 4.61 |
| NYMT Loan Trust Series 2024-BPL1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| Oaktree Strategic Credit Fund | Long | Debt | US | $111K | – | 0.03 |
| OneMain Financial Issuance Trust 2022-S1 | Long | ABS-other | US | $485K | – | 0.11 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $28K | – | 0.01 |
| Oportun Issuance Trust 2021-B (Oportun Funding LLC) | Long | ABS-other | US | $320K | – | 0.08 |
| Oportun Issuance Trust 2021-C (Oportun Funding LLC) | Long | ABS-other | US | $2M | – | 0.41 |
| Oportun Issuance Trust 2021-C (Oportun Funding LLC) | Long | ABS-other | US | $208K | – | 0.05 |
| Oportun Issuance Trust 2022-2 (Oportun Funding LLC) | Long | ABS-other | US | $126K | – | 0.03 |
| Oportun Issuance Trust 2022-3 (Oportun Funding LLC) | Long | ABS-other | US | $278K | – | 0.07 |
| ORL Trust 2023-GLKS | Long | ABS-mortgage backed security | US | $291K | – | 0.07 |
| Oscar US Funding XVI LLC (OSCAR US Funding Trust) | Long | ABS-other | JP | $674K | – | 0.16 |
| Pagaya AI Debt Selection Trust 2021-2 | Long | ABS-other | US | $68K | – | 0.02 |
| Pagaya AI Debt Selection Trust 2021-HG1 | Long | ABS-other | US | $29K | – | 0.01 |
| Palo Alto Networks Inc | Long | Equity-common | US | $2M | 6K | 0.51 |
| Parker-Hannifin Corp | Long | Equity-common | US | $3M | 5K | 0.59 |
| Pattern Energy Operations LP / Pattern Energy Operations Inc (PATTERN ENERGY OP LP/PAT) | Long | Debt | US | $318K | – | 0.07 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $379K | – | 0.09 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $245K | – | 0.06 |
| PMT Issuer Trust - FMSR (Pnmac Gmsr Issuer Trust) | Long | ABS-other | US | $893K | – | 0.21 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Activity Co) | Long | ABS-other | IE | $78K | – | 0.02 |
| PURCHASED USD / SOLD CAD (BNP Paribas SA) | Derivative-foreign exchange | US | $-189.61 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (UBS AG) | Derivative-foreign exchange | US | $173.42 | – | 0.00 | |
| Radian Group Inc | Long | Debt | US | $52K | – | 0.01 |
| Raizen Fuels Finance SA | Long | Debt | LU | $203K | – | 0.05 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $454K | – | 0.11 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $106K | – | 0.02 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $486K | – | 0.11 |
| S&P Global Inc | Long | Equity-common | US | $4M | 9K | 0.99 |
| SAN DIEGO CNTY CA WTR AUTH (San Diego County Water Authority) | Long | Debt | US | $122K | – | 0.03 |
| SAN DIEGO CNTY CA WTR AUTH (San Diego County Water Authority) | Long | Debt | US | $107K | – | 0.03 |
| SAN FRANCISCO CITY & CNTY CA (City & County of San Francisco CA) | Long | Debt | US | $250K | – | 0.06 |
| SDR Commercial Mortgage Trust 2024-DSNY | Long | ABS-mortgage backed security | US | $420K | – | 0.10 |
| Seagate HDD Cayman | Long | Debt | KY | $437K | – | 0.10 |
| Seaspan Corp | Long | Debt | MH | $46K | – | 0.01 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $145K | – | 0.03 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $135K | – | 0.03 |
| SERVPRO Master Issuer LLC (SERVPRO MASTER ISSUER, LLC) | Long | ABS-other | US | $863K | – | 0.20 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $171K | – | 0.04 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $137K | – | 0.03 |
| SES SA | Long | Debt | LU | $79K | – | 0.02 |
| Shift4 Payments Inc | Long | Equity-common | US | $4M | 49K | 0.84 |
| Smithfield Foods Inc | Long | Debt | US | $259K | – | 0.06 |
| Smithfield Foods Inc | Long | Debt | US | $65K | – | 0.02 |
| Smithfield Foods Inc | Long | Debt | US | $44K | – | 0.01 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $289K | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $572K | – | 0.13 |
| Societe Generale SA | Long | Debt | FR | $198K | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $190K | – | 0.04 |
| SoFi Consumer Loan Program 2023-1S Trust (SOFI CONSUMER LOAN PROGRAM TRUST) | Long | ABS-other | US | $22K | – | 0.01 |
| SolarCity LMC Series I LLC (Solarcity LMC Series LLC) | Long | ABS-other | US | $121K | – | 0.03 |
| Sonic Automotive Inc | Long | Debt | US | $45K | – | 0.01 |
| Sonic Capital LLC | Long | ABS-other | US | $477K | – | 0.11 |
| South32 Treasury Ltd | Long | Debt | AU | $43K | – | 0.01 |
| Spotify Technology SA | Long | Equity-common | LU | $1M | 4K | 0.27 |
| SpringCastle America Funding LLC (Springcastle SPV) | Long | ABS-other | US | $138K | – | 0.03 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $235K | – | 0.06 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $42K | – | 0.01 |
| State Street Navigator Securities Lending Government Money Market Portfolio (State Street Global Advisors) | Long | Short-term investment vehicle | US | $4M | 4M | 0.93 |
| Stifel Financial Corp | Long | Equity-common | US | $3M | 38K | 0.74 |
| Stifel Financial Corp | Long | Debt | US | $245K | – | 0.06 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $100K | – | 0.02 |
| Sunnova Helios IX Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $222K | – | 0.05 |
| Sunnova Helios V Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $217K | – | 0.05 |
| Sunnova Helios X Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $418K | – | 0.10 |
| Sunnova Helios XII Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $422K | – | 0.10 |
| Sunnova Hestia I Issuer LLC (Sunnova Hestia I Issuer, LLC) | Long | ABS-other | US | $280K | – | 0.07 |
| Sunnova Sol II Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $401K | – | 0.09 |
| Sunnova Sol Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $78K | – | 0.02 |
| Sunrun Atlas Issuer 2019-2 LLC (Sunrun Issuer) | Long | ABS-other | US | $174K | – | 0.04 |
| Sunrun Demeter Issuer 2021-2 LLC (Sunrun Demeter Issuer LLC) | Long | ABS-other | US | $189K | – | 0.04 |
| Sunrun Jupiter Issuer 2022-1 LLC | Long | ABS-other | US | $624K | – | 0.15 |
| Sunrun Xanadu Issuer 2019-1 LLC (Sunrun Issuer) | Long | ABS-other | US | $127K | – | 0.03 |
| Swedbank AB | Long | Debt | SE | $445K | – | 0.10 |
| Swedbank AB | Long | Debt | SE | $203K | – | 0.05 |
| Synchrony Bank | Long | Debt | US | $359K | – | 0.08 |
| Synchrony Financial | Long | Debt | US | $443K | – | 0.10 |
| Synovus Bank/Columbus GA (SYNOVUS BANK GA) | Long | Debt | US | $477K | – | 0.11 |
| Synovus Bank/Columbus GA (SYNOVUS BANK GA) | Long | Debt | US | $225K | – | 0.05 |
| T-Mobile US Inc | Long | Equity-common | US | $2M | 13K | 0.56 |
| Tapestry Inc | Long | Debt | US | $488K | – | 0.11 |
| Tapestry Inc | Long | Debt | US | $227K | – | 0.05 |
| TerraForm Power Operating LLC | Long | Debt | US | $440K | – | 0.10 |
| TerraForm Power Operating LLC | Long | Debt | US | $337K | – | 0.08 |
| Texas Capital Bancshares Inc | Long | Debt | US | $218K | – | 0.05 |
| Theorem Funding Trust 2022-3 | Long | ABS-other | US | $57K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $4M | 7K | 0.91 |
| TJX Cos Inc/The | Long | Equity-common | US | $3M | 29K | 0.75 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $921K | – | 0.22 |
| TPG Operating Group II LP | Long | Debt | US | $497K | – | 0.12 |
| Tradeweb Markets Inc | Long | Equity-common | US | $4M | 40K | 1.00 |
| TransUnion | Long | Equity-common | US | $5M | 66K | 1.16 |
| Trivium Packaging Finance BV | Long | Debt | NL | $339K | – | 0.08 |
| TX Trust 2024-HOU (TX Trust 24-HOU) | Long | ABS-mortgage backed security | US | $427K | – | 0.10 |
| TX Trust 2024-HOU (TX Trust 24-HOU) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $439K | – | 0.10 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $1M | – | 0.33 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 1.29 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $546K | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $333K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $329K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $296K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $267K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $253K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $248K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $214K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $203K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $202K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $176K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $176K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $145K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $112K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $109K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $96K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $78K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $40K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $40K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $39K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $14K | – | 0.00 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10K | – | 0.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 1.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.66 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.65 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.43 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $908K | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $896K | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $875K | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $830K | – | 0.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $821K | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $663K | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $630K | – | 0.15 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $611K | – | 0.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $518K | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $268K | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $248K | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $196K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $178K | – | 0.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $155K | – | 0.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $145K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $75K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $73K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $59K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $42K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $42K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $39K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $26K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $26K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $23K | – | 0.01 |
| Uber Technologies Inc | Long | Equity-common | US | $5M | 65K | 1.12 |
| UBS Group AG | Long | Debt | CH | $178K | – | 0.04 |
| UniCredit SpA | Long | Debt | IT | $413K | – | 0.10 |
| UniCredit SpA | Long | Debt | IT | $195K | – | 0.05 |
| UniCredit SpA | Long | Debt | IT | $187K | – | 0.04 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $14M | – | 3.23 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $10M | – | 2.38 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 1.35 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 1.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $772K | – | 0.18 |
| United States Cellular Corp (US CELLULAR CORP) | Long | Equity-preferred | US | $194K | 10K | 0.05 |
| United States Cellular Corp | Long | Equity-preferred | US | $19K | 841 | 0.00 |
| United States Department of Housing and Urban Development (HOUSING URBAN DEVELOPMNT) | Long | Debt | US | $239K | – | 0.06 |
| United States Department of Housing and Urban Development (HOUSING URBAN DEVELOPMNT) | Long | Debt | US | $194K | – | 0.05 |
| United States Department of Housing and Urban Development (HOUSING URBAN DEVELOPMNT) | Long | Debt | US | $193K | – | 0.05 |
| United States Department of Housing and Urban Development (HOUSING URBAN DEVELOPMNT) | Long | Debt | US | $109K | – | 0.03 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $247K | – | 0.06 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $317K | – | 0.07 |
| Upstart Pass-Through Trust Series 2020-ST1 | Long | ABS-other | US | $768.35 | – | 0.00 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $11K | – | 0.00 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-79K | – | -0.02 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $63K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $37K | – | 0.01 | |
| US Bancorp | Long | Debt | US | $1M | – | 0.32 |
| US Bancorp | Long | Debt | US | $36K | – | 0.01 |
| US Bancorp | Long | Debt | US | $30K | – | 0.01 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $78K | – | 0.02 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $41K | – | 0.01 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $206K | – | 0.05 |
| Vantage Data Centers LLC | Long | ABS-other | US | $653K | – | 0.15 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $38K | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $396K | – | 0.09 |
| Visa Inc | Long | Equity-common | US | $6M | 24K | 1.46 |
| Vivint Solar Financing VII LLC (Vivint Solar Financing LLC) | Long | ABS-other | US | $297K | – | 0.07 |
| VMC Finance 2021-HT1 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $738K | – | 0.17 |
| VMC Finance 2021-HT1 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $230K | – | 0.05 |
| W R Berkley Corp | Long | Equity-common | US | $5M | 64K | 1.17 |
| Walmart Inc | Long | Equity-common | US | $7M | 104K | 1.65 |
| Warnermedia Holdings Inc | Long | Debt | US | $331K | – | 0.08 |
| WASH Multifamily Acquisition Inc (WASH MULTIFAM ACQ INC) | Long | Debt | US | $39K | – | 0.01 |
| Waste Management Inc | Long | Equity-common | US | $3M | 13K | 0.67 |
| WFLD 2014-MONT Mortgage Trust (WFLD Mortgage Trust) | Long | ABS-mortgage backed security | US | $281K | – | 0.07 |
| Willis Engine Structured Trust V (Willis Engine Securitization Trust) | Long | ABS-other | US | $170K | – | 0.04 |
Address
CALVERT VARIABLE SERIES INC
1825 Connecticut Avenue NW,
Suite 400
Washington
District of Columbia
20009
United States of America
Websites
Directors
Theodore H. Eliopoulos
Cari M. Dominguez
Miles D. Harper, III
Karen Fang
Eddie Ramos
Anthony A. Williams
Richard L. Baird, Jr.
John G. Guffey, Jr.
Alice Gresham Bullock
Joy V. Jones
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
ICE Data Services, Inc.
London Stock Exchange Group PLC
Custodians
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
State Street Bank and Trust Company
Royal Bank of Canada
State Street Trust Company Canada
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Calvert Research and Management
Brokers
RBC Capital Markets, LLC
Jefferies LLC
BofA Securities, Inc.
J.P. Morgan Securities LLC
Robert W. Baird & Co. Incorporated
Virtu Americas LLC
Goldman Sachs & Co. LLC
UBS Securities LLC
Citigroup Global Markets Inc.
Nomura Securities International, Inc.