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Los Angeles Capital

PRI reporting framework 2017

You are in Strategy and Governance » Implementation not in other modules

Implementation not in other modules

SG 12. ESG issues in strategic asset allocation

New selection options have been added to this indicator. Please review your prefilled responses carefully.

12.1. Indicate if your organisation executes scenario analysis and/or modelling in which the risk profile of future ESG trends at portfolio level is calculated.

          Governance considerations are part of our model. We monitor preferences for ESG factors and have developed simulations to understand the historical impact of ESG tilts.
        

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

12.3. Additional information. [OPTIONAL]

Los Angeles Capital manages equities only so is not considering asset allocation, however by considering ESG issues in the portfolio construction process certain sectors or industries, or countries may be systematically favored or disfavored by our model at any point in time.  In order to protect against introducing unintended sector or industry biases into a portfolio, we incorporate industry adjusted scores when evaluating a stock‚Äôs ESG characteristics. We build customized solutions for our clients and upon their direction (whether through exclusionary screens or positive tilts) certain ESG applications may have a more notable impact on sector/country allocations.  Additionally, carbon reduction targets may have a more notable impact on sector weightings and the allocation between sectors occurs in a systematic manner based on stock level forward looking expected returns, risk, and stock level carbon emissions.


SG 13. Long term investment risks and opportunity (Not Completed)


SG 14. Allocation of assets to environmental and social themed areas (Private)


SG 15. ESG issues for internally managed assets not reported in framework (Not Applicable)


SG 16. ESG issues for externally managed assets not reported in framework (Not Applicable)


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