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 -4.12 2.86 11.28 21.85 15.77 9.68 9.02 5/3/1999
S&P MidCap 400 Index -3.98 3.22 11.82 22.43 16.37 10.29 9.73  
Lipper VA Mid-Cap Core Funds Average -3.43 0.49 12.91 22.53 15.69 9.29 9.21  
Characteristics
  September 30, 2014
  Portfolio Benchmark
Number of Holdings 404 400
W. Avg Cap. (mils) $5,034.7 $5,038.2
W. Median Cap (mils) $4,729.0 $4,753.9
P/E 1-year trailing 20.6 20.6
P/E 1-year forward 18.6 18.6
EPS Growth, past 3 years 17.0% 17.0%
EPS Growth, next 3 - 5 years 12.7% 12.7%
Price to Book 2.3 2.3
Price to Sales 1.3 1.3
Dividend Yield 1.4% 1.4%
Active Share 3.3% N/A
June 30, 2014
Portfolio Benchmark
402 400
$5,357.9 $5,090.0
$4,853.9 $4,721.0
21.7 21.7
19.6 19.6
16.0% 16.0%
12.5% 12.5%
2.5 2.5
1.3 1.3
1.4% 1.4%
4.2% N/A
December 31, 2013
Portfolio Benchmark
403 400
$4,975.0 $4,837.1
$4,538.4 $4,491.8
20.8 20.8
20.2 20.2
17.1% 17.1%
12.6% 12.6%
2.5 2.5
1.3 1.3
1.4% 1.4%
3.5% N/A
Returns Based Statistics (3 Year)
  September 30, 2014
  Portfolio Benchmark
Average Annual Return 21.85% 22.43%
Standard Deviation 13.37% 13.37%
Beta vs. Market 1.00 1.00
Excess Return -0.58% 0.00%
R-Squared 100.00% 100.00%
Tracking Error 0.06% 0.00%
Information Ratio -9.40 0.00
Sharpe Ratio 1.63 1.67
June 30, 2014
Portfolio Benchmark
14.70% 15.26%
15.34% 15.32%
1.00 1.00
-0.56% 0.00%
100.00% 100.00%
0.07% 0.00%
-8.05 0.00
0.95 0.99
December 31, 2013
Portfolio Benchmark
15.06% 15.64%
15.25% 15.23%
1.00 1.00
-0.58% 0.00%
100.00% 100.00%
0.06% 0.00%
-9.20 0.00
0.98 1.02
Sector Weights / Percentage of Holdings (ex-cash)
  September 30, 2014
  Portfolio Benchmark + / -
Consumer Disc. 13.70% 13.70% -0.00%
Consumer Staples 3.16% 3.15% 0.01%
Energy 5.38% 5.38% -0.01%
Financials 22.31% 22.30% 0.01%
Health Care 9.70% 9.72% -0.02%
Industrials 16.13% 16.11% 0.02%
Information Tech 16.90% 16.90% -0.00%
Materials 7.55% 7.55% -0.00%
Telecomm Services 0.53% 0.53% 0.00%
Utilities 4.66% 4.65% 0.00%
June 30, 2014
Portfolio Benchmark + / -
12.99% 12.97% 0.02%
3.45% 3.45% -0.00%
5.22% 5.23% -0.01%
22.97% 22.98% -0.01%
9.47% 9.48% -0.00%
16.90% 16.92% -0.02%
16.14% 16.12% 0.02%
7.53% 7.54% -0.01%
0.50% 0.50% 0.00%
4.82% 4.82% -0.00%
December 31, 2013
Portfolio Benchmark + / -
13.95% 14.13% -0.18%
3.97% 4.03% -0.05%
5.66% 5.73% -0.07%
23.42% 22.39% 1.03%
8.83% 8.96% -0.13%
16.84% 17.07% -0.23%
15.65% 15.88% -0.23%
6.95% 7.05% -0.09%
0.44% 0.45% -0.01%
4.27% 4.32% -0.05%
Top Ten Holdings / Percentage of Net Assets
September 30, 2014
SPDR S+P MIDCAP 400 ETF TRUST 1.58%
EQUINIX INC 0.70%
SKYWORKS SOLUTIONS INC 0.68%
HANESBRANDS INC 0.66%
ENDO INTERNATIONAL PLC 0.65%
SALIX PHARMACEUTICALS LTD 0.61%
HENRY SCHEIN INC 0.61%
SL GREEN REALTY CORP 0.60%
ADVANCE AUTO PARTS INC 0.59%
CHURCH + DWIGHT CO INC 0.58%
Total 7.25%
June 30, 2014
SPDR S+P MIDCAP 400 ETF TRUST 2.59%
EQUINIX INC 0.62%
SL GREEN REALTY CORP 0.61%
UNITED RENTALS INC 0.60%
HENRY SCHEIN INC 0.60%
ENDO INTERNATIONAL PLC 0.58%
ADVANCE AUTO PARTS INC 0.58%
REALTY INCOME CORP 0.58%
HANESBRANDS INC 0.58%
TRIMBLE NAVIGATION LTD 0.57%
Total 7.90%
December 31, 2013
SPDR S+P MIDCAP 400 ETF TRUST 1.28%
AFFILIATED MANAGERS GROUP 0.72%
TRACTOR SUPPLY COMPANY 0.68%
GREEN MOUNTAIN COFFEE ROASTE 0.62%
LKQ CORP 0.62%
HOLLYFRONTIER CORP 0.62%
HENRY SCHEIN INC 0.62%
POLARIS INDUSTRIES INC 0.59%
CHURCH + DWIGHT CO INC 0.58%
CIMAREX ENERGY CO 0.57%
Total 6.90%

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 MidCap 400 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. Prices of mid-cap stocks may respond to market activity differently from and can be more volatile than those of larger, more established companies.

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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