* Certain holdings are currently not covered by third-party monitoring providers.
‡ Corporate holdings are monitored to the extent they are covered by third-party data providers.
§ Florian Berg and others, Aggregate Confusion: The Divergence of ESG Ratings, Review of Finance, Volume 26, Issue 6, November 2022, Pages 1315–1344, https://doi.org/10.1093/rof/rfac033
ǁ Data as of 30 June 2023. UNGC is United Nations Global Compact. Donut chart: Reflects all of the portfolio’s holdings at the issuer level. The monitoring process covers 100.0% of the portfolio’s holdings, which represent 100.0% of the portfolio’s assets, excluding cash and cash equivalents. “Other” holdings are those that either do not have available third-party data or that are not currently covered in the monitoring process. The data used in the monitoring process currently applies only to equity securities and corporate and sovereign bonds. The percentage figures may not total 100 due to rounding. Largest flagged holdings table: Represents the largest flagged holdings in the portfolio (at the issuer level), indicated by asset weight based on the total assets of the portfolio, including cash and cash equivalents. Totals may not reconcile due to rounding.