Liontrust Monthly Income Bond Impact Report Q2 2020 - Page 13



Other third party ESG measures
We are often asked to provide data on how our
Sustainable Future funds are ranked by third party
ESG data providers.
When the portfolio is independently analysed, we can see the
portfolios’ ESG scoring is strong and better than the benchmark
average, achieving a rating of AA versus benchmark average of A.
When we decompose the portfolio score into its constituent parts E,
S and G we can see that the Fund outperforms on all fronts.
ESG risk exposure
ESG quality scorecard
Portfolio
Benchmark
Active
ESG Quality Score (0–10)
7.2
6.4
12.1%
Environmental Score
6.9
6.6
4.2%
Social Score
5.2
4.8
8.3%
Governance Score
6.2
5.6
11.0%
MSCI rating distribution
Below is the rating breakout of the Fund by rating. We can see that the fund has a significantly higher weight towards the higher rated
companies and is underweight the poorer rated companies.
35%
31%
30%
20%
15%
26%
23%
25%
20%
18%
18%
15%
12%
12%
12%
8%
10%
3%
5%
2%
0%
0%
AAA
AA
A
BBB
BB
0%
B
2%
CCC
Not Rated
Liontrust Monthly Income Bond Fund
Benchmark: iBoxx £ Corporates 5-15 years
Source: Liontrust / Factset, 31 July 2020
Liontrust Monthly Income Bond Fund - 13

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