Hey Solnce, I’ve been crunching some data on green bonds and thought we could chat about how to balance sustainability goals with solid returns—sounds like a good mix of our styles?

Sounds good. First, let’s pull the latest ESG scores and compare them to the benchmark returns. I’ll line up the beta, volatility, and liquidity data so we can see where the risk‑adjusted yield sits. Once we have that, we’ll identify a target range that keeps the planet happy but still looks like a solid trade. Ready to dive in?

Great, let’s start by pulling the latest ESG rating dataset for the green bond universe. I’ll cross‑reference each issuer’s MSCI ESG score, the Bloomberg GBI, and the Sustainalytics ESG risk score. Then we’ll pull their 12‑month beta against the Bloomberg Green Bond Index, 30‑day volatility, and average daily trading volume to gauge liquidity. Once that matrix is built, we can run a regression of return per ESG point to find the marginal benefit, then set a target that caps beta at 0.8 and keeps volatility below 4%, while ensuring an average ESG score above 80%. I’ll compile the spreadsheet and we’ll review the sweet spot together. Sound good?

Sounds good. I’ve pulled the latest ESG scores, beta, volatility, and liquidity data into a single spreadsheet. I’ll run the regression now to see the return‑per‑ESG point curve, then we’ll identify the sweet spot where the beta stays under 0.8 and the liquidity remains high. I’ll email you the table and a quick summary once the numbers are ready. Stay tuned.