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Great Lakes Advisors

PRI reporting framework 2017

You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (A) Implementation: Screening

(A) Implementation: Screening

LEI 06. Types of screening applied

06.1. Indicate and describe the type of screening you apply to your internally managed active listed equities.

Type of screening

Screened by


In GLA's Disciplined Equity (quant) ESG strategies, all companies in the universe are assigned an ESG score. The bottom-scoring quintile in each sector is screened from the portfolio, and the model then uses the ESG scores to construct a portfolio with a portfolio ESG score higher than the respective benchmarks' ESG scores.

06.2. Describe how the screening criteria are established, how often the criteria are reviewed and how you notify clients and/or beneficiaries when changes are made.

The screening criteria were established to control for sector biases by excluding the bottom quintile in each sector rather than the overall universe. Criteria are reviewed annually at a minimum. 

LEI 07. Processes to ensure screening is based on robust analysis

07.1. Indicate which processes your organisation uses to ensure screening is based on robust analysis.

07.2. Additional information. [Optional]

LEI 08. Processes to ensure fund criteria are not breached (Private)