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Telligent Capital Management

PRI reporting framework 2020

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Investment process

HF 06. ESG data, research and other resources used

Please describe the ESG resources and tools used in your investment decision-making process.
Category of ESG
Reason for use
          eg. Bloomberg, CDP
        
          eg. Goldman Sachs GS Sustain
        
          
        

Specify

          Industry associations
        
          eg. CDP, UNPRI, USSIF
        
Select and explain how these resources are incorporated into the investment and risk management process?
Category of ESG
Investment/risk management process
Additional text (optional)
ESG data (proprietary, 3rd party, etc.)
          
        
ESG research (broker, etc.)
          
        
Other resources/tools/practices
          
        

HF 07. ESG incorporation into quantitative and fundamental analysis

07.1. Does your organisation uses quantitative analysis?

07.2. Does your organisation uses fundamental analysis?

Please indicate at which level ESG is incorporated into the analysis.
Fundamental approach
ESG incorporation
Outcomes and assessment/review
          We incorporate ESG considerations in our company financial statement forecasts.
        

07.3. Additional information [OPTIONAL]


HF 08. Changes to the RI incorporation process over the past 12 months

08.1. Could you please indicate whether there have been any changes to your RI incorporation process over the past 12 months (e.g. additional resources, information sources)?

08.2. If yes, please describe them.

          We continue to integrate ESG into our investment process.
        

HF 09. Integration of Active Ownership

09.1. Please select and explain how active ownership practices are integrated into investment decisions.

          It is a part of our fiduciary responsibility.
        
          We have submitted PRI Engagement Participants and CDP 2020 CDP Non-Disclosure Campaign.
        

HF 10. Examples of ESG risks/opportunities in investment decisions

10.1. Please provide examples of where ESG risks and opportunities were incorporated into the investment decisions over the past 12 months.

Hedge Funds Strategy
Equity Hedge
ESG factors
Environmental|Social
ESG risks/opportunities
          We are looking at increasing regulatory focus and a top-down push by policymakers for a framework for financial green growth.
        
Financial risks
          There could be a risk in sectors or companies that are in the regulatory focus.
        
Scope and process
          We looked at our own portfolio and the broader investment universe.
        
Outcomes
          The firm divested from certain holdings and amended the exclusion list.
        

10.2. Based on your example(s) provided above, please specify whether the incorporation of ESG factors affected the risk-adjusted returns of your hedge funds.


HF 11. Derivatives products and ESG impact

11.1. Do you use derivatives instruments as part of your hedge funds strategies and/or Funds of Hedge Funds?

Please select all the applicable categories of derivatives used.
Listed/OTC
Category of derivatives

11.3. Please explain whether and how these derivatives impacted the risk-adjusted returns of your hedge funds investments?

Impact

Outcomes

          These are important risk management and market access tools.
        

11.4. Please indicate whether the use of derivatives triggered ESG risks/opportunities at the fund level?

11.5. Additional information [OPTIONAL]

          
        

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