PERFORMANCE Average Annual Returns (%) for Period Ended 6/30/2014
  QTR YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS SINCE
INCEPTION
INCEPTION
DATE
Portfolio 5.13 6.92 24.13 16.13 18.39 7.42 8.08 12/29/1995
S&P 500 Index 5.23 7.14 24.61 16.58 18.83 7.78 8.44  
Characteristics
  June 30, 2014
  Portfolio Benchmark
Number of Holdings 506 501
W. Avg Cap. (mils) $116,799.3 $115,824.7
W. Median Cap (mils) $69,240.8 $65,477.1
P/E 1-year trailing 18.2 18.2
P/E 1-year forward 16.6 16.6
EPS Growth, past 3 years 11.4% 11.4%
EPS Growth, next 3 - 5 years 11.6% 11.6%
Price to Book 2.7 2.7
Price to Sales 1.7 1.7
Dividend Yield 2.0% 2.0%
Active Share 4.6% N/A
March 31, 2014
Portfolio Benchmark
503 500
$113,305.0 $112,455.2
$64,362.2 $62,190.2
17.6 17.6
16.0 16.0
12.8% 12.8%
11.7% 11.7%
2.6 2.6
1.7 1.7
2.0% 2.0%
2.4% N/A
December 31, 2013
Portfolio Benchmark
503 500
$113,423.9 $113,301.6
$64,142.8 $64,142.8
18.0 18.0
16.8 16.8
11.3% 11.3%
11.7% 11.7%
2.7 2.7
1.7 1.7
2.0% 2.0%
1.7% N/A
Returns Based Statistics (3 Year)
  June 30, 2014
  Portfolio Benchmark
Average Annual Return 16.12% 16.58%
Standard Deviation 12.25% 12.26%
Beta vs. Market 1.00 1.00
Excess Return -0.46% 0.00%
R-Squared 100.00% 100.00%
Tracking Error 0.04% 0.00%
Information Ratio -12.86 0.00
Sharpe Ratio 1.31 1.35
March 31, 2014
Portfolio Benchmark
14.21% 14.66%
12.46% 12.47%
1.00 1.00
-0.45% 0.00%
100.00% 100.00%
0.04% 0.00%
-12.62 0.00
1.14 1.17
December 31, 2013
Portfolio Benchmark
15.73% 16.18%
12.10% 12.11%
1.00 1.00
-0.45% 0.00%
100.00% 100.00%
0.04% 0.00%
-12.15 0.00
1.29 1.33
Sector Weights / Percentage of Holdings (ex-cash)
  June 30, 2014
  Portfolio Benchmark + / -
Consumer Disc. 11.86% 11.85% 0.01%
Consumer Staples 9.51% 9.51% -0.01%
Energy 10.83% 10.86% -0.03%
Financials 16.06% 16.05% 0.00%
Health Care 13.30% 13.32% -0.02%
Industrials 10.51% 10.51% 0.01%
Information Tech 18.82% 18.83% -0.01%
Materials 3.52% 3.51% 0.01%
Telecomm Services 2.41% 2.41% 0.01%
Utilities 3.17% 3.15% 0.02%
March 31, 2014
Portfolio Benchmark + / -
11.78% 12.05% -0.27%
9.43% 9.66% -0.23%
9.92% 10.15% -0.23%
18.38% 16.44% 1.94%
13.04% 13.37% -0.33%
10.42% 10.65% -0.24%
18.18% 18.63% -0.46%
3.45% 3.52% -0.07%
2.39% 2.45% -0.06%
3.01% 3.07% -0.06%
December 31, 2013
Portfolio Benchmark + / -
12.49% 12.54% -0.05%
9.71% 9.76% -0.05%
10.24% 10.28% -0.04%
16.54% 16.18% 0.36%
12.89% 12.95% -0.06%
10.90% 10.94% -0.04%
18.54% 18.63% -0.09%
3.49% 3.50% -0.01%
2.28% 2.30% -0.02%
2.92% 2.93% -0.00%
Top Ten Holdings / Percentage of Net Assets
June 30, 2014
APPLE INC 3.07%
EXXON MOBIL CORP 2.37%
SPDR S+P 500 ETF TRUST 2.26%
MICROSOFT CORP 1.72%
JOHNSON + JOHNSON 1.62%
GENERAL ELECTRIC CO 1.44%
WELLS FARGO + CO 1.38%
CHEVRON CORP 1.36%
BERKSHIRE HATHAWAY INC CL B 1.25%
JPMORGAN CHASE + CO 1.19%
Total 17.65%
March 31, 2014
APPLE INC 2.70%
EXXON MOBIL CORP 2.38%
SPDR S+P 500 ETF TRUST 2.18%
GOOGLE INC CL A 1.77%
MICROSOFT CORP 1.74%
JOHNSON + JOHNSON 1.56%
GENERAL ELECTRIC CO 1.46%
WELLS FARGO + CO 1.34%
JPMORGAN CHASE + CO 1.29%
CHEVRON CORP 1.28%
Total 17.70%
December 31, 2013
APPLE INC 3.01%
EXXON MOBIL CORP 2.63%
GOOGLE INC CL A 1.87%
MICROSOFT CORP 1.69%
GENERAL ELECTRIC CO 1.69%
JOHNSON + JOHNSON 1.54%
CHEVRON CORP 1.43%
PROCTER + GAMBLE CO/THE 1.32%
JPMORGAN CHASE + CO 1.31%
WELLS FARGO + CO 1.30%
Total 17.79%

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 stock market or the S&P 500 Index may fall in value, causing prices of stocks held by the Portfolio to 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. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Portfolio will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during extended periods of economic expansion.

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.

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