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Macquarie Asset Management

PRI reporting framework 2019

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Outputs and outcomes

FI 17. Financial/ESG performance

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

Select all that apply
SSA
CorporateĀ (financial)
Corporate (non-financial)
Securitised
We measure whether incorporating ESG impacts portfolio risk.
We measure whether incorporating ESG impacts portfolio returns.
We measure the ESG performance/profile of portfolios (relative to the benchmark).
None of the above

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

We undertook a study to understand the relationship between ESG and performance in credit portfolios.  The conclusion that we reached was that there is a strong relationship between ESG scores and credit ratings and that credit ratings incorporate ESG factors.  This is supportive of our belief that consideration of ESG factors is an inherent component of fundamental credit analysis.

17.3. Additional information.[OPTIONAL]


FI 18. Examples - ESG incorporation or engagement (Private)


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