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Glenmede

PRI reporting framework 2020

You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (B) Implementation: Thematic

(B) Implementation: Thematic

LEI 07. Types of sustainability thematic funds/mandates

07.1. Indicate the type of sustainability thematic funds or mandates your organisation manages.

07.2. Describe your organisation’s processes relating to sustainability themed funds. [Optional]

GIM's Responsible ESG U.S. Equity strategy invests in large cap companies with an attractive combination of valuation, fundamental, earnings, and technical characteristics as well as integrating positive and negative screening techniques based on ESG rankings from MSCI ESG. Generally speaking, the strategy is based on proprietary, multi-factor models which rank stocks within each sector. The stock rankings models use a 40% weighting to ESG-based factors, including 1-year changes and absolute ESG rankings. In addition, downside screens are utilized to avoid stocks with greater risk of underperformance. The portfolio is optimized on a monthly basis to provide broad diversification across sectors, industries and individual companies, while controlling turnover. Candidates are domestic stocks in the Russell 1000, S&P 500, or over $3 billion in market capitalization.


GIM's Women in Leadership U.S. Equity strategy invests in large cap companies with significant female representation in leadership, a company is required to have at least one of the following: Chairwoman, a female CEO, or women comprising at least 25% of the Board or 25% of senior management, respectively. The portfolio process is based on proprietary, multi-factor models to rank stocks within each sector, reflecting attractive combinations of valuation, fundamental, earnings and technical characteristics. In addition, downside screens are utilized to avoid stocks with greater risk of underperformance. The portfolio is optimized on a monthly basis to provide broad diversification across sectors, industries and individual companies, while controlling turnover. Candidates are domestic stocks in the Russell 1000, S&P 500, or over $3 billion in market capitalization.


GIM's Quantitative U.S. Large Cap Environmental Equity strategy invests in large cap companies with an attractive combination of valuation, fundamental, earnings and technical characteristics. The portfolio is based on proprietary, multi-factor models to rank stocks within each sector. In addition, downside screens are utilized to avoid stocks with greater risk of underperformance. The portfolio is optimized on a monthly basis to provide broad diversification across sectors, industries and individual companies, while controlling turnover. Candidates are domestic stocks in the Russell 1000, S&P 500, or over $3 billion in market capitalization. This environmentally sensitive strategy is managed to exclude companies with poor industry adjusted environmental ratings (source: MSCI ESG).


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