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Dana Investment Advisors

PRI reporting framework 2018

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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » Implementation processes

Implementation processes

FI 01. Incorporation strategies applied

01.1. Indicate 1) Which ESG incorporation strategy and/or combination of strategies you apply to your actively managed fixed income investments; and 2) The proportion (+/- 5%) of your total actively managed fixed income investments each strategy applies to.

Corporate (financial)
0 Screening alone
0 Thematic alone
0 Integration alone
100 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
0 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (non-financial)
0 Screening alone
0 Thematic alone
0 Integration alone
100 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
0 All three strategies combined
0 No incorporation strategies applied
100%
Securitised
0 Screening alone
0 Thematic alone
100 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
0 All three strategies combined
0 No incorporation strategies applied
100%

01.2. Describe your reasons for choosing a particular ESG incorporation strategy and how combinations of strategies are used.

Corporate Bond Strategies include both financials and nonfinancials. ESG integration is used for risk reduction and alpha generation (i.e. potential credit upgrades). Fully integrated ESG Strategies have outperformed benchmarks since inception. Social screens (exclusions) are often client driven values that we incorporate in our ESG Strategies. Many of our clients are mission-oriented and embedding these social values is critical. For the securitized component of our short duration product, we allocate to Small Business Administration (SBA) loan pools, currently 15% of that Strategy. These loans often have a social thematic component, serving underbanked, low income or minority owned businesses.

01.3. Additional information [Optional].


FI 02. ESG issues and issuer research

02.1. Indicate which ESG factors you systematically research as part of your analysis on issuers.

Select all that apply
Corporate (financial)
Corporate (non-financial)
Securitised
Environmental data
Social data
Governance data

02.2. Indicate what format your ESG information comes in and where you typically source it

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

02.3. Provide a brief description of the ESG information used, highlighting any differences in sources of information across your ESG incorporation strategies.

We utilize a variety of third party vendors for ESG information, including ISS, MSCI, Trucost, Bloomberg, Sustainalytics, Center for Political Accountability, CDP, and CSRHub. From most of our vendors, we use selected raw data and scores within our proprietary quantitative ESG models. Our FI Strategies are customized for a variety of clients. We have clients that exclude U.S. Treasuries from their portfolios due to defense funding. In these cases the Corporate Bond and SBA allocations are higher.

02.4. Additional information. [Optional]


FI 03. Processes to ensure analysis is robust

03.1. Indicate how you ensure that your ESG research process is robust:

03.2. Describe how your ESG information or analysis is shared among your investment team.

03.3. Additional information. [Optional]

Portfolio managers meet regulary at Fixed Income Committee meetings and discuss any material changes and potential trades and rationales.


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