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Legal & General Investment Management (Holdings)

PRI reporting framework 2018

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ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

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

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

Is this scenario analysis based on a 2°C or lower scenario?

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

We do the following

13.3. Additional information. [OPTIONAL]

Within our asset allocation we consider governance of markets alongside GDP and market capitalisation when determining how best to diversify our exposure. This is captured within the strategic asset allocations of the funds and therefore impacts all of the portfolios our Asset Allocation team manage to some degree. All else equal, this leads to lower exposure to Asia Pacific and Emerging Markets than would otherwise be the case. In addition, where ESG is a specific, material concern for a potential position then it is given the due consideration.

SG 14. Long term investment risks and opportunity (Private)

SG 15. Allocation of assets to environmental and social themed areas (Private)