This report shows public data only. Is this your organisation? If so, login here to view your full report.

Matarin Capital Management (Delisted)

PRI reporting framework 2020

You are in Strategy and Governance » Governance and human resources


SG 07. RI roles and responsibilities

07.1. 組織が採用している内部または外部の役割、ならびにそれぞれの責任投資に対する監督責任および実施責任の有無について明示してください。



07.2. RIの監督/説明責任または実施責任を担う役職について、このような責任をどのように果たすのか記載してください。

Because Matarin integrates ESG factors in our risk and return models directly alongside traditional financial factors, and in the same way, these factors are monitored in a similar way on an on-going basis by the firm's investment team.

The contribution to returns of our return factors are monitored monthly. Risk factors are considered on their impact on stock selection and portfolio construction daily, as portfolios are optimized. All of the ESG factors used in our work are implemented, monitored, and challenged regularly alongside all of the other fundamental investment variables used in our models.

Matarin has implemented an internal, senior level, team approach to the oversight and/or implementation of on-going research on new ESG variables which could, potentially, be used in our work. It is the goal of our investment team to identify and test ideas which could improve the efficacy of our models overall. Finding ESG variables is certainly a part of the research process.

07.3. 組織にいる専任の責任投資担当者の人数を記載してください。


07.4. 補足情報 [任意]

Matarin is a boutique manager, with 8 employees, so we are not large enough to have a "dedicated" ESG staff, but the four person investment team shares responsibility for idea generation and successful execution for all ESG concepts, while the entire management team is active in review and oversight of that work.

In addition, team members have, and will continue to, volunteer on committees and participate in investment industry related events which focus on ESG and diversity and inclusion.  Team members have spoken on panels, and regularly attended conferences and other meetings on these and related topics.  Matarin has also been cited in numerous articles in the popular press related to these issues. 

SG 07 CC. Climate-issues roles and responsibilities (Private)

SG 08. RI in performance management, reward and/or personal development (Private)