Sustainalytics Review of the Sage Taxable ESG Portfolio as of June 30, 2019

To be eligible for the ESG portfolio, the issuer must be considered at least an average performer in their peer group, and must not be involved in any major environmental, social or governance controversies (defined as Category 4 or 5, based on Sustainalytics’ methodology). The framework allows for 15% of corporate holding to be issuances that do not meet the above criteria due to risk and liquidity considerations. As of June 2019, 91% of corporate bond holdings were considered eligible under the established framework, with 9% of the holdings included for liquidity and risk considerations. No holdings were exposed to a controversy rated at the category 4 or 5 level. Furthermore, 66% of portfolio holdings ranked in the top 20% of their respective peergroup for Overall ESG Score, reflecting industry leading ESG performance.

  • DATE: August 27, 2019
  • TYPE: PDF

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