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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 » (C) Implementation: Integration of ESG factors

(C) Implementation: Integration of ESG factors

LEI 08. Review ESG issues while researching companies/sectors

08.1. Indicate the proportion of actively managed listed equity portfolios where E, S and G factors are systematically researched as part of your investment analysis.

ESG issues

Proportion impacted by analysis




Corporate Governance

Corporate Governance

08.2. Additional information. [Optional]

There are a number of signals in LSV’s model that relate to governance.  In addition, ESG factors can play a role in any particular investment decision, such as news of a major environmental, social or governance risk related to the company. Also, LSV works with clients who specify the type of ESG profile they would like to have in their portfolio.  LSV then integrates ESG factors in the portfolio construction process as is appropriate.  This is currently done by constraining the portfolio at formation and at each rebalance to have an ESG profile based on certain metrics that is no worse than the portfolio’s benchmark.    

LEI 09. Processes to ensure integration is based on robust analysis

09.1. Indicate which processes your organisation uses to ensure ESG integration is based on robust analysis.

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

09.3. Indicate how frequently third party ESG ratings that inform your ESG integration strategy are updated.

09.4. Indicate how frequently you review internal research that builds your ESG integration strategy.

09.5. Describe how ESG information is held and used by your portfolio managers.

          The portfolio manager primarily responsible for LSV's ESG research periodically shares results with the entire investment and research team.

09.6. Additional information. [Optional]

LEI 10. Aspects of analysis ESG information is integrated into (Private)