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Wellington Management Company LLP

PRI reporting framework 2018

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Outputs and outcomes

FI 18. Financial/ESG performance

18.1. Indicate whether your organisation measures how your incorporation of ESG analysis in fixed income has affected investment outcomes and/or ESG performance.

Select all that apply
SSA
CorporateĀ (financial)
Corporate (non-financial)
Securitised
We measure whether incorporating ESG impacts funds' reputation
We measure whether incorporating ESG impacts financial returns
We measure whether incorporating ESG impacts risk
We measure whether incorporating ESG impacts funds' ESG performance
None of the above

18.2. Describe how your organisation measures how your incorporation of ESG analysis in fixed income has affected investment outcomes and/or ESG performance. [OPTIONAL]

Specific performance attribution analysis or the potential financial impact of any E, S, or G issue can vary with the industry sector, geography, investment style, and time horizon against which the factor is judged or applied. Each of our Portfolio Managers and investment teams develops their own investment approach or approaches, respectively, whereby ESG considerations are integrated into their research and decision-making processes to the extent that these issues may affect the long-term success of a company and investment returns. Our approach to measuring the impact of ESG factors on performance will depend upon how each portfolio manager considers ESG into his/her process, so we do not believe that a uniform approach will not yield meaningful attribution results. We continue to refine our approach to performance attribution.

18.3. Additional information.[OPTIONAL]


FI 19. Examples - ESG incorporation or engagement (Private)


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