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LSV Asset Management

PRI reporting framework 2020

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

(A) Implementation: Screening

LEI 04. Types of screening applied

04.1. Indicate and describe the type of screening you apply to your internally managed active listed equities.

Type of screening

Screened by


LSV can apply ESG factors at the portfolio level for clients that provide us with specifications.  LSV subscribes to two different ESG data sources, MSCI and ISS Governance, so that we can accommodate clients who would like to apply ESG principles to their portfolio.  In addition, clients may also provide LSV with a list of restricted securities.   

04.2. Describe how you notify clients and/or beneficiaries when changes are made to your screening criteria.

The types of screens applied are typically directed by the client.  Compliance with restricted lists are checked by the compliance module of Charles River, which checks pre-trade and post-trade compliance daily.  Restricted lists that LSV maintains are updated periodically throughout the year depending on the type of list.  Clients are not typically notified of updates to these lists.  Client provided lists are updated at the clients' discretion.

LEI 05. Processes to ensure screening is based on robust analysis

05.1. Indicate which processes your organisation uses to ensure ESG screening is based on robust analysis.

05.2. Indicate the proportion of your actively managed listed equity portfolio that is subject to comprehensive ESG research as part your ESG screening strategy.

05.3. Indicate how frequently third party ESG ratings are updated for screening purposes.

05.5. Additional information. [Optional]

LEI 06. Processes to ensure fund criteria are not breached (Private)