Calvert U.S. Large Cap Core Responsible Index

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The Calvert U.S. Large Cap Core Responsible Index (CALCOR) is a portfolio of large capitalization stocks listed on U.S. stock exchanges that meet Calvert’s criteria for Index inclusion. CALCOR’s constituent universe is that of the S-Network 1000 Index (SN1000), which comprises the 1000 largest capitalization stocks listed in the United States and whose principal place of business is the U.S. CALCOR is reconstituted semi-annually (in June and December) and rebalanced quarterly. Stocks selected for inclusion in CALCOR are weighted based on their float market capitalizations within each of the 10 Global Industry Classification Standard (GICS) sectors. Each constituent’s weight within its sector is then modified by the weight of the sector in the SN1000. Security weights may be modified to a maximum of 4 times the security’s float market capitalization original weight. Index weight in excess of the 4 times cap is redistributed across all remaining constituents on a proportionate basis.