Our SMA Offering.

Large and Mid-Cap US

MSCI USA ESG Leaders Index

Provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. The Index is designed for investors seeking a broad, diversified sustainability benchmark with relatively low tracking error to the underlying equity market.

Methodology – The indexes use a best-in-class approach by only selecting companies that have the highest MSCI ESG Ratings. Represent the performance of companies that have favorable ESG profiles compared the parent index. MSCI ESG Leaders Indexes target coverage of 50% of the underlying MSCI parent index.

Weighting – Free float-adjusted market capitalization weighted index.

Exclusions – Controversial Weapons | Nuclear Weapons | Civilian Firearms | Conventional Weapons | Tobacco | Alcohol | Gambling | Nuclear Power | Fossil Fuel Extraction | Thermal Coal Power

All Cap US

The V-Square US All Equity Stakeholder Strategy

Provides exposure to US all-cap companies that exhibit stakeholder assessment value add through a selection of sustainability metrics across all stakeholders, including shareholders, employees, and communities.

Methodology - The index uses a best-in-class approach by ranking and selecting companies based on a range of indicators that are either controversy indicators or scores.

Weighting - Modified market capitalization-weighted.

Exclusions Severe controversies on - Discrimination & Workforce Diversity| Child Labor | Human Rights | Impact on local community | Labor Rights | Companies with no Labor Policies.

ISS ESG US Diversity Index

Designed to reflect the equity performance of U.S. companies exhibiting broad ethnic and gender representation for Directors and Named Executive Officers (NEO), as determined by the Index Provider, ISS ESG, the data business of Institutional Shareholders Services Inc.

Methodology – Starting from an all-cap US universe, the index includes securities issued by companies that meet all three of the below criteria:

• Company’s Board has a 35% combined minimum of women or ethnically diverse Directors.
• Company has a combined minimum of 3 distinct ethnically diverse individuals among Directors or NEO, or a minimum of 2 such individuals if the CEO or Board Chair is ethnically diverse.
• Company has a combined minimum of 3 distinct women among Directors or NEO, or a minimum of 2 women if the CEO or Board Chair is a woman.

Weighting – Free float-adjusted market capitalization weighted equity index.

Global, World Developed

MSCI World Low Carbon Leaders index

The index addresses two dimensions of carbon exposure – carbon emissions and fossil fuel reserves – providing clients with an effective tool for limiting the exposure of their portfolios to carbon risk.

Methodology – The index aims to achieve at least 50% reduction in its carbon footprint versus its parent index. By selecting companies with low carbon emissions relative to sales and those with low potential carbon emissions per dollar of market capitalization, the index aims to reflect a lower carbon exposure than that of the broad market. It also aims to minimize the tracking error relative to the market capitalization weighted parent index (MSCI World) through an optimization process.

Weighting – Free float-adjusted market capitalization weighted index Exclusions – Companies with the highest carbon emissions intensity and the largest owners of carbon reserves per dollar of market capitalization (top 20% of companies based on carbon emissions intensity, with a maximum of 30% by weight from any sector; excludes the largest owners of reserves per dollar of market cap, representing 50% of the reserves of the parent index).

MSCI World ESG Materiality and Carbon Transition Select Index

Represent the performance of companies which are assessed to be sector leaders based on a set of relevant key issues that are aligned with SASB’s Materiality Framework and ESG screening criteria.

Methodology – The indexes use a best-in-class approach. For each sector, eligible securities of the parent index (MSCI World) are ranked based on their SASB-aligned ESG score.

Weighting – Modified market capitalization weighted index | Tilt toward companies participating in opportunities associated with the low carbon transition.

Exclusions – Controversial Weapons | Tobacco | Thermal Coal Mining | Thermal Coal Power | Unconventional Oil & Gas | Asset Stranding | Breach of UN Global Compact Principles

International (ex-USA and Canada)

MSCI EAFE ESG Leaders Index

Provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. The Index is designed for investors seeking a broad, diversified sustainability benchmark with relatively low tracking error to the underlying equity market.

Methodology – The indexes use a best-in-class approach by only selecting companies that have the highest MSCI ESG Ratings. Represent the performance of companies that have favorable ESG profiles compared the parent index. MSCI ESG Leaders Indexes target coverage of 50% of the underlying MSCI parent index.

Weighting – Free float-adjusted market capitalization weighted index.

Exclusions – Controversial Weapons | Nuclear Weapons | Civilian Firearms | Conventional Weapons | Tobacco | Alcohol | Gambling | Nuclear Power | Fossil Fuel Extraction | Thermal Coal Power

World (Developed + Emerging)

MSCI All Country World Index (ACWI) ex-Australia ESG Materiality and Carbon Transition Select Special Tax Index

Represent the performance of companies which are assessed to be sector leaders based on a set of relevant key issues that are aligned with SASB’s Materiality Framework and ESG screening criteria.

Methodology – The indexes use a best-in-class approach. For each sector, eligible securities of the parent index (MSCI All Country World ex Australia Special dividend Index) are ranked based on their SASB-aligned ESG score.

Weighting – Modified market capitalization weighted index | Tilt toward companies participating in opportunities associated with the low carbon transition.

Exclusions – Controversial Weapons | Tobacco | Thermal Coal Mining | Thermal Coal Power | Unconventional Oil & Gas | Asset Stranding | Breach of UN Global Compact Principles.

Ultra-Short Duration

iBoxx MSCI ESG USD Liquid Investment Grade Ultrashort Index

The index provides exposure to the iBoxx USD Liquid Investment Grade Ultrashort Index and negatively screens out issuers involved in certain business lines or activities.

Methodology – The index covers fixed rate bonds maturing between 0 and 1 year and floating rate securities with a time to maturity between 0 and 3 years.

Weighting – Market-value weighted with an issuer cap of 3%.

Exclusions – Controversial Weapons | Civilian Firearms | Nuclear Weapons | Adult Entertainment | Alcohol | Tobacco | Gambling | Breach of UN Global Compact Principles.

Short Duration

iBoxx MSCI ESG USD FRN Investment Grade TCA Index

The index provides exposure to the iBoxx USD FRN Investment Grade Corporates TCA index and negatively screens out issuers involved in certain business lines or activities.

Methodology – The index consists of investment grade USD denominated FRN bonds issued by corporate issuers from developed countries and rated by at least one of three rating services: Fitch Ratings, Moody’s Investors Service, or S&P Global Ratings. Covers senior floating rate securities with a min. time to maturity of 1 month at rebalancing.

Weighting – Market-value weighted with an issuer cap of 3%.

Exclusions – Controversial Weapons | Civilian Firearms | Nuclear Weapons | Adult Entertainment | Alcohol | Tobacco | Gambling | Genetically Modified Organisms | Nuclear Power | Issuers with an ESG Rating of BB and Below | Artic Oil & Gas | Oil Sands | Thermal Coal | Unconventional Oil & Gas.

Long Duration

iBoxx MSCI ESG Advanced Liquid Investment Grade Index

The index provides exposure designed to apply climate based and values-based screens to the Markit iBoxx USD Liquid Investment Grade Index while reflecting the performance of USD denominated investment grade corporate debt issuers with average or above ESG ratings relative to their sector peers.

Methodology – The index consists of investment grade USD denominated bonds issued by corporate issuers from developed countries and rated by at least one of three rating services: Fitch Ratings, Moody’s Investors Service, or S&P Global Ratings.

Weighting – Market-value weighted with an issuer cap of 3%.

Exclusions – Controversial Weapons | Civilian Firearms | Nuclear Weapons | Adult Entertainment | Alcohol | Tobacco | Gambling | Genetically Modified Organisms | Nuclear Power | Issuers with an ESG Rating of BB and Below | For Profit Prisons | Palm Oil | Predatory Lending | Fossil Fuels | Breach of UN Global Compact Principles.

Customized

Custom strategies are available upon request.