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Lombard Odier

PRI reporting framework 2020

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モニタリングおよび報告

HF 12. Long/short exposure and reporting

12.1. 貴組織ファンドのロング/ショート/ネット・エクスポージャーについて別途報告するか否か教えてください。

12.2. 貴組織の報告プロセスについて説明してください。

エクスポージャー

ESGデータ/報告プロセス

          TerreNeuve Sustainability Rating System
        

KPIおよび評価

          We constantly monitor the sustainability ratings of our companies and review the weightings we allocate to different ESG factors in our rating system.
        

ESGデータ/報告プロセス

          TerreNeuve Sustainability Rating System
        

KPIおよび評価

          We constantly monitor the sustainability ratings of our companies and review the weightings we allocate to different ESG factors in our rating system.
        

ESGデータ/報告プロセス

          TerreNeuve Sustainability Rating System
        

KPIおよび評価

          We constantly monitor the sustainability ratings of our companies and review the weightings we allocate to different ESG factors in our rating system.
        

12.3. 追加情報[任意]

          As explained previously, the TerreNeuve investment team has developed a proprietary sustainability rating system for their investment universe over the last decade, which acts as an extended company due diligence framework. 
40% of a company’s sustainability rating feeds through from external ESG data sources such as: Sustainalytics, Trucost, Glassdoor, Company Reports, Google Trends, Bloomberg and ISS data. The remaining 60% comes from internally generated qualitative and quantitative inputs from the team. The majority of these inputs feed through from an intensive company meetings program, of around 700 each year. We have formed very strong relationships with company management teams in our sectors and benefit a lot from these meetings, both in terms of issuer specific factors as well wider industry dynamics. 
We also directly ask companies for particular non-publically available inputs that feed into our sustainability rating system (e.g. employee turnover data). In addition, we regularly interact with private companies, consultants, industry experts, NGOs and policy makers. 
The rating system allows us to constantly monitor the ESG performance of our investments. Our data rating is fully transparent and we are happy to share our findings with investors.

The above information is reflective of our 1798 TerreNeuve strategy.
        

HF 13. Metrics/KPI for RI progress

13.1. RIの投資プロセスへの組み込みについて進捗を測定するため貴組織がどんな指標/イニシアチブ(内部および/または外部)を使用しているか説明してください。

ヘッジファンド戦略
Equity Hedge
指標/イニシアチブ
内部/外部
指標/イニシアチブの定義
          As previously mentioned, the TerreNeuve investment team has developed a proprietary sustainability rating system for their investment universe over the last decade, which acts as an extended company due diligence framework. 40% of a company’s sustainability rating feeds through from external ESG data sources such as: Sustainalytics, Trucost, Glassdoor, Company Reports, Google Trends, Bloomberg and ISS data. The remaining 60% comes from internally generated qualitative and quantitative inputs from the team. The majority of these inputs feed through from an intensive company meetings program, of around 700 each year. We have formed very strong relationships with company management teams in our sectors and benefit a lot from these meetings, both in terms of issuer specific factors as well wider industry dynamics. 
We also directly ask companies for particular non-publically available inputs that feed into our sustainability rating system (e.g. employee turnover data). 
In addition, we regularly interact with private companies, consultants, industry experts, NGOs and policy makers.
        
評価/結果
          The sustainability rating we give a company is only one component of the extensive due diligence we carry out. Therefore it is hard to quantify/assess the direct impact of the integration of ESG data. 
However, as the rating system forms a key component of the strategy's investment process the effectiveness can be measured through headline strategy performance.
        

13.2. 追加情報  [任意]

          This information is reflective of our 1798 TerreNeuve strategy.
        

HF 14. Exposure to climate risk

14.1. 貴組織はファンドの気候関連リスクに対するエクスポージャーを評価しますか?また、投資ポートフォリオのカーボンフットプリントを測定・モニタリングしますか?

14.2. 「はい」の場合、使用する手法および評価プロセスを説明してください。

ヘッジファンド戦略
Equity Hedge
KPI
方法論
          We measure a company’s absolute carbon emission as well as the trend using external data from Trucost.
        
評価
          We measure a company’s climate change impact through their carbon emission. We also carry out a materiality assessment of the company and apply different weightings to the climate change factor depending on its importance to the company’s business model. We also analyse a company’s portfolio of goods and services to determine whether they stand to benefit or suffer from climate change. For example, we try to factor in the cost of externalities (e.g. higher cost of CO2 credits for materials companies).

This information is reflective of our 1798 TerreNeuve strategy.
        

HF 15. Reports to investors

15.1. 貴組織はESGリスク評価についてその投資家にどのような頻度で、またどのような形態(例えば、会議、報告書)で報告しますか?報告の例を提供してください。

報告の頻度
形態

具体的に記述してください。

          Newsletters
        
ESG活動
ポートフォリオESGリスク評価

具体的に記述してください。

          Monthly performance reporting. Stock specific commentary, (particularly around sustainability driven investment theses).
        
結果
          To provide investors with an insight into how sustainability is integrated into our idea generation process. 

This information is reflective of our 1798 TerreNeuve strategy.
        
報告の頻度
形態
ESG活動
ポートフォリオESGリスク評価

具体的に記述してください。

          Annual strategy outlook discussing the sustainability themes we believe will drive our coverage sectors going forwards and how portfolios are positioned to benefit.
        
結果
          To provide investors with insight into how we believe sustainability issues will influence our sector coverage and how we aim to benefit from these trends.
        
報告の頻度
形態

具体的に記述してください。

          Investor meetings.
        
ESG活動
ポートフォリオESGリスク評価

具体的に記述してください。

          Meetings with investment team to discuss current positioning, particularly around sustainability driven investment theses.
        
結果
          Transparency allowing investors to gain more insights into how we incorporate sustainability into our investment process. We want to further discuss sustainability issues which we believe will influence our sector coverage and how we aim to benefit from these trends.
        

15.2. 追加情報 [任意] 

          The above information is reflective of our 1798 TerreNeuve strategy.
        

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