Morningstar® Investment Profile™   Morningstar®
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for Print
Calvert VP Investment Grade Bd Idx I
Release date as of 2024-03-31. Data on page is subject to change.
Snapshot Ratings & Risk Portfolio Nuts & Bolts
  Style Box Details for Bond Holdings
Average Eff Duration 6.25 Yrs
Average Eff Maturity 8.45 Yrs
Average Wtd Coupon 2.95
Average Wtd Price 89.60
As of 2023-12-31
Data as of 2023-12-31
  Asset Allocation
% of Net Assets
Bullet U.S. Stocks U.S. Stocks 0.0
Bullet Non-U.S. Stocks Non-U.S. Stocks 0.0
Bullet Bonds Bonds 98.6
Bullet Cash Cash 1.5
Bullet Other Other 0.0
Asset Allocation Rescaled Graph
Data through 2024-02-29
  Morningstar Fixed-Income Sectors
% Fund
Government 43.72
Corporate 25.99
Securitized 28.01
Municipal 0.83
Cash & Equivalents 1.45
Derivative 0.00
Data through 2024-02-29
  Credit Analysis
% Bonds
AAA 67.00
AA 6.88
A 8.24
BBB 14.95
BB 0.00
B 0.00
Below B 0.00
Not Rated 2.93
Data through 2023-12-31
Credit Analysis Graph
  Top 25 Holdings
Total Number of Stock Holdings 0
Total Number of Bond Holdings 305
% of Net Assets in Top 10 Holdings 16.15
Turnover % (as of 2023-12-31) 11.00
30 Day SEC Yield % 4.01
Top 25 Holdings
Maturity
Date 		Shares
 Value
$000 		% of Net
Assets
United States Treasury Notes 2.125% 2024-09-30 2,750 2,701 2.33
United States Treasury Notes 2.25% 2027-11-15 2,850 2,647 2.29
United States Treasury Notes 2.25% 2027-02-15 2,400 2,257 1.95
United States Treasury Notes 2.25% 2024-11-15 2,000 1,960 1.69
United States Treasury Notes 0.375% 2025-11-30 2,000 1,856 1.60
United States Treasury Notes 1.25% 2028-04-30 1,950 1,724 1.49
United States Treasury Notes 2% 2025-02-15 1,500 1,457 1.26
United States Treasury Notes 1.875% 2026-07-31 1,500 1,410 1.22
United States Treasury Notes 0.375% 2026-01-31 1,500 1,383 1.20
United States Treasury Bonds 3.125% 2044-08-15 1,600 1,299 1.12
United States Treasury Bonds 3.75% 2043-11-15 1,400 1,256 1.09
Shell International Finance B.V. 4.125% 2035-05-11 1,350 1,252 1.08
WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.166% 2048-02-15 1,275 1,241 1.07
United States Treasury Notes 1.5% 2030-02-15 1,400 1,198 1.04
United States Treasury Notes 1.5% 2028-11-30 1,350 1,190 1.03
United States Treasury Notes 4.125% 2032-11-15 1,175 1,163 1.00
Federal Home Loan Mortgage Corp. 6.75% 2031-03-15 1,000 1,144 0.99
United States Treasury Notes 3.125% 2028-11-15 1,150 1,094 0.95
Msilf Government Portfolio Msilf Government Portfolio 2030-12-31 1,076 1,076 0.93
United States Treasury Notes 1.25% 2031-08-15 1,300 1,053 0.91
Federal Home Loan Mortgage Corp. 2% 2051-12-01 1,324 1,044 0.90
Federal Home Loan Mortgage Corp. 2% 2040-12-01 1,210 1,020 0.88
HF Sinclair Corp. 5.875% 2026-04-01 1,000 1,003 0.87
TransCanada Pipelines Limited 4.875% 2026-01-15 1,000 993 0.86
WPP Finance 2010 3.75% 2024-09-19 1,000 988 0.85
Data through 2024-02-29
Show Data Definitions

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