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Loomis, Sayles & Company, L.P.

PRI reporting framework 2018

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You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (C) Implementation: Integration of ESG issues

(C) Implementation: Integration of ESG issues

LEI 08. Review ESG issues while researching companies/sectors

08.1. Indicate which ESG factors you systematically research as part of your investment analysis and the proportion of actively managed listed equity portfolios that is impacted by this analysis.

ESG issues

Proportion impacted by analysis
Environmental

Environmental

Social

Social

Corporate Governance

Corporate Governance

08.2. Additional information. [Optional]


LEI 09. Processes to ensure integration is based on robust analysis

09.1. Indicate which processes your organisation uses to ensure ESG integration is based on a robust analysis.

09.2. Indicate the proportion of your actively managed listed equity portfolio that is subject to comprehensive ESG research as part your integration strategy.

09.3. Indicate how frequently third party ESG ratings that inform your ESG integration strategy are updated.

09.4. Indicate how frequently you review internal research that builds your ESG integration strategy.

          ESG review is incorporated into structured, periodic meetings attended by members of investment product teams and the firm's Chief Investment Risk Officer.
        

09.5. Describe how ESG information is held and used by your portfolio managers.

          We have an internally-developed application for the collection of data relating to engagement.
        

09.6. Additional information.[Optional]

We have a technology application that stores data for each company meeting attended by one or more investment professionals.  The investment professionals document discussion of "E", "S" and "G" issues.  That information is stored in the application and available for use.  Also, some of our internal research reports now include the MSCI ESG rating as part of a standardized report.  

Semiannually, our Chief Risk Officer conducts an investment risk review with each investment product team.  The review includes exposure by ESG rating for the representative account, performance by ESG rating and a review of the lower ESG rated securities held in the portfolio with each portfolio management team in order to assess awareness of ESG issues in the portfolios.  Based on the review, the Chief Risk Officer shares processes and practices across all investment teams.


LEI 10. Aspects of analysis ESG information is integrated into

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

10.1. Indicate which aspects of investment analysis you integrate material ESG information into.

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

10.2a. Indicate which methods are part of your process to integrate ESG information into fair value/fundamental analysis and/or portfolio construction.

10.3. Describe how you integrate ESG information into portfolio weighting.

Each investment team assesses the ESG risks as part of its fundamental modeling and qualitative assessment.

10.4a. Describe the methods you have used to adjust the income forecast / valuation tool

Proportion of actively managed listed equity exposed to investment analysis

10.2b. Indicate which methods are part of your process to integrate ESG information into fair value/fundamental analysis and/or portfolio construction.

10.4b. Describe the methods you have used to adjust the income forecast / valuation tool

Each investment team assesses the ESG risks as part of its fundamental modeling and qualitative assessment.

10.5. Additional information.


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