Investment Overview

ESG-integrated strategy focused on investment grade debt securities.
Invests solely in the securities meeting the Calvert Principles for Responsible Investment, which seek to identify companies that operate in a manner consistent with: Environmental sustainability and resource efficiency, Equitable societies and respect for human rights, Accountable governance and transparent operations
Target Tracking Error: 75-150 bps
Target Excess Return: 100-125 bps
Team includes 32 fixed income investment professionals involved in portfolio management, fundamental credit research, risk management and trading
 

Portfolio Construction

Integrated proprietary ESG research with fundamental credit analysis to help manage downside risk
Active duration and yield curve management
Multisector investment approach
Active sector rotation
Average Duration: +/- 0.75 year
Risk management focus
 

Investment Team

Vishal Khanduja, CFA
Portfolio Manager
14 years of industry experience
7 years at Calvert*
BE, VJTI, Mumbai, India
MBA, University of Iowa
Brian Ellis, CFA
Portfolio Manager
13 years of industry experience
10 years at Calvert*
BS, Salisbury University
*Years at Calvert include years at Calvert Research and Management (CRM) and years at Calvert Investment Managements (CIM).
 

Benchmark

Bloomberg Barclays U.S. Aggregate Index
 

Disclosure

Calvert Research and Management is an SEC registered investment adviser and wholly owned subsidiary of Eaton Vance Management.