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Osmosis Investment Management

PRI reporting framework 2020

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Monitoring and reporting

HF 12. Long/short exposure and reporting

12.1. Could you indicate whether you report separately on your funds’ long/short/net exposures?

12.2. Please explain your reporting process.

Exposure

ESG data/reporting process

          Osmosis delivers  custom reports on the portfolios,  which detail their sustainability credentials by foot printing the fund against benchmarks illustrating that the strategy has a lower draw on energy, water, and waste relative to the benchmark. These reports includes short and long books carbon, waste and water footprints.
        

KPI and assessment

          energy, water, and waste footprints
        

ESG data/reporting process

          Osmosis delivers  custom reports on the portfolios,  which detail their sustainability credentials by foot printing the fund against benchmarks illustrating that the strategy has a lower draw on energy, water, and waste relative to the benchmark. These reports includes short and long books carbon, waste and water footprints.
        

KPI and assessment

          energy, water, and waste footprints
        

12.3. Additional information [OPTIONAL]

          
        

HF 13. Metrics/KPI for RI progress

13.1. Please describe what metrics/initiatives (internal and/or external) your organisation uses to measure its progress in incorporating RI into the investment process.

Hedge Funds Strategy
Equity Hedge
Metrics/Initiatives
Internal/external
Metrics/Initiatives definition
          Energy:  Level of absolute greenhouse gas emissions from fossil fuel combustion, industrial processes and other sources owned or controlled by the company represented as CO2e.
        
Assessment/outcomes
          The strategy invests in global large cap companies that represent the most resource efficient businesses from every sector of the global economy, ex-financial.
        
Hedge Funds Strategy
Equity Hedge
Metrics/Initiatives
Internal/external
Metrics/Initiatives definition
          Resource Efficiency signal : The Osmosis Model of Resource Efficiency targets Resource Efficiency as an alpha opportunity, rather than an approach to risk mitigation. The Osmosis Resource Efficiency signal is utilised in our investment process as an alpha signal not a risk factor.
        
Assessment/outcomes
          The strategy seeks absolute returns by maximising the Resource Efficiency factor in a market neutral portfolio.  The strategy goes long Resource Efficient stocks and short Resource Intensive stocks whilst neutralising exposures to other traditional common factors such as industry, country, currency and style factors.
        

13.2. Additional information [OPTIONAL]

          
        

HF 14. Exposure to climate risk

14.1. Does your organisation assess the funds’ exposure to climate-related risks, measure and monitor the carbon footprint of its investment portfolio?

14.2. If yes, explain the methodology followed and assessment process.

Hedge Fund Strategy
Equity Hedge
KPI
Methodology
          Stock selection is based on three resource intensity factors, among which the energy factor; measuring the observed and reported level of absolute greenhouse gas emissions from fossil fuel combustion, industrial processes and other sources owned or controlled by a company.
        
Assessment
          We can deliver custom reports on the portfolios which detail their sustainability credentials by foot printing the fund against benchmarks illustrating that the strategy has a lower draw on energy (and water, and waste) relative to the benchmark. This is a unique process to Osmosis and provides a true quantifiable measure of sustainability.
        

HF 15. Reports to investors

15.1. How often and in what format (e.g. meetings, written reports) does your organisation report to its investors on ESG activities risks assessments? Please provide reporting examples.

Frequency of reporting
Format
ESG activities
Portfolio ESG risks assessment
Outcomes
          Osmosis maximises the exposure to our proprietary resource efficiency factor within a utility optimisation whilst isolating this effect from all tradition common factors within a equity market neutral portfolio.  The resulting portfolio is a highly resource efficient long portfolio and highly resource intensive short portfolio.  The level of Resource Efficiency the portfolio is able to isolate is relative to the risk and isolation from country, industry, currency and style factors.  The resulting portfolio solely focuses on the risk and return outcome from targeting an ESG signal (Resource Efficiency).
        

15.2. Additional information [OPTIONAL]

          
        

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