PERFORMANCE Average Annual Returns (%) for Period Ended 9/30/2014
  QTR YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS SINCE
INCEPTION
INCEPTION
DATE
Portfolio -0.92 5.14 3.52 2.41 4.45 n/a 4.78 12/28/2006
Barclays U.S. TIPS Index -2.04 3.67 1.59 1.34 4.48 4.63 5.24  
Portfolio Statistics
  September 30, 2014
  Portfolio Benchmark
SEC Yield - -
12 Mth Distribution Yield - -
Duration 3.77 Yrs 7.22 Yrs
Weighted Avg Maturity 8.37 Yrs 8.42 Yrs
Weighted Avg Coupon - -
Weighted Avg Price 107.61 105.12
June 30, 2014
Portfolio Benchmark
- -
- -
4.08 Yrs 7.22 Yrs
9.30 Yrs 8.57 Yrs
- -
112.59 108.49
December 31, 2013
Portfolio Benchmark
- -
- -
4.45 Yrs 6.83 Yrs
10.23 Yrs 8.13 Yrs
- -
104.47 104.75
Returns Based Statistics (3 Year)
  September 30, 2014
  Portfolio Benchmark
Average Annual Return 2.40% 1.34%
Standard Deviation 4.79% 5.27%
Beta vs. Market 0.89 1.00
Excess Return 1.06% 0.00%
R-Squared 96.90% 100.00%
Tracking Error 1.01% 0.00%
Information Ratio 1.04 0.00
Sharpe Ratio 0.49 0.24
June 30, 2014
Portfolio Benchmark
3.96% 3.55%
4.92% 5.49%
0.88 1.00
0.41% 0.00%
97.03% 100.00%
1.06% 0.00%
0.38 0.00
0.79 0.64
December 31, 2013
Portfolio Benchmark
3.26% 3.55%
4.78% 5.43%
0.86 1.00
-0.29% 0.00%
95.95% 100.00%
1.22% 0.00%
-0.24 0.00
0.67 0.64
Sector Exposure
  September 30, 2014
  Portfolio Benchmark
Corporate - -
Government Related - -
Securitized - -
Treasury - -
Cash and Cash Equivalents - -
Other - -
Unknown - -
Municipals - -
June 30, 2014
Portfolio Benchmark
- -
- -
- -
- -
- -
- -
- -
- -
December 31, 2013
Portfolio Benchmark
- -
- -
- -
- -
- -
- -
- -
- -
Top Ten Holdings / Percentage of Net Assets
September 30, 2014
  % of Portf.
TSY INFL IX N/B 10.97%
TSY INFL IX N/B 10.84%
TSY INFL IX N/B 9.00%
TSY INFL IX N/B 8.45%
AT+T INC 8.38%
BP CAPITAL MARKETS PLC 8.29%
TSY INFL IX N/B 6.33%
TSY INFL IX N/B 5.62%
GOLDMAN SACHS GROUP INC 4.21%
BANK OF AMERICA CORP 4.19%
Total 76.29%
June 30, 2014
  % of Portf.
TSY INFL IX N/B 5.47%
TSY INFL IX N/B 5.43%
FREDDIE MAC 5.39%
TSY INFL IX N/B 5.35%
TSY INFL IX N/B 5.34%
TSY INFL IX N/B 5.30%
TSY INFL IX N/B 5.21%
TSY INFL IX N/B 5.12%
TSY INFL IX N/B 4.94%
TSY INFL IX N/B 3.98%
Total 51.52%
December 31, 2013
  % of Portf.
TSY INFL IX N/B 2.88%
TSY INFL IX N/B 2.84%
TSY INFL IX N/B 2.81%
TSY INFL IX N/B 2.80%
TSY INFL IX N/B 2.80%
TSY INFL IX N/B 2.78%
TSY INFL IX N/B 2.78%
TSY INFL IX N/B 2.78%
TSY INFL IX N/B 2.75%
TSY INFL IX N/B 2.75%
Total 27.98%

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Portfolio or the Portfolio could underperform because of the following risks: the market prices of bonds held by the Portfolio may fall; individual investments of the Portfolio may not perform as expected; and/or the Portfolio's portfolio management practices may not achieve the desired result. Bond funds are subject to interest rate risk and credit risk. When interest rates rise, the value of fixed-income securities will generally fall. In addition, the credit quality of the securities may deteriorate, which could lead to default or bankruptcy of the issuer where the issuer becomes unable to pay its obligations when due. Inflation protected fixed income securities do not protect against changes in interest rates to the extent such changes are not attributable to inflation.

I800ATT FOR INSTITUTIONAL INVESTOR AND BROKER/DEALER USE ONLY. NOT FOR PUBLIC DISTRIBUTION.

Calvert mutual funds are underwritten and distributed by Calvert Investment Distributors, Inc., member, FINRA, and subsidiary of Calvert Investments, Inc. 800.368.2748

Calvert Investment Management, Inc. serves as the investment advisor and provides sustainability research for the Calvert mutual funds and institutional investment strategies.

This site intended for citizens and permanent residents of the United States of America.