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SKY Harbor Capital Management

PRI reporting framework 2020

You are in Strategy and Governance » ESG issues in asset allocation

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

13.1. Indicate whether the organisation carries out scenario analysis and/or modelling, and if it does, provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

Describe In 2019, our flagship high yield portfolios were analyzed for carbon equivalent emissions at the sector and issuer levels. Climate scenario analysis based on alignment with 2, 4 and 6 degrees Celsius over a time horizon up to 2050. Physical and transition climate risk were also specifically assessed.

13.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

We do the following

13.3. Additional information. [OPTIONAL]

ESG and sustainability issues are considered in our risk-based analysis at the sector and industry level and can impact allocation decisions. For example, SKY Harbor continues to avoid investment in companies whose primary business is thermal coal and is increasingly divesting from the energy sector. The decision to avoid this type of risk was largely based upon our view that financial flexibility and future profitability for the US coal sector and now the high yield energy sector is increasingly pressured by global investment restrictions and costs associated with environmental-based regulatory and compliance measures.

SG 13 CC.

SG 14. Long term investment risks and opportunity (Private)

SG 14 CC.

SG 15. Allocation of assets to environmental and social themed areas (Private)