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Osmosis Investment Management

PRI reporting framework 2020

You are in Direct - Hedge Funds » Monitoring and reporting

モニタリングおよび報告

HF 12. Long/short exposure and reporting

12.1. 貴組織ファンドのロング/ショート/ネット・エクスポージャーについて別途報告するか否か教えてください。

12.2. 貴組織の報告プロセスについて説明してください。

エクスポージャー

ESGデータ/報告プロセス

          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および評価

          energy, water, and waste footprints
        

ESGデータ/報告プロセス

          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および評価

          energy, water, and waste footprints
        

12.3. 追加情報[任意]

          
        

HF 13. Metrics/KPI for RI progress

13.1. RIの投資プロセスへの組み込みについて進捗を測定するため貴組織がどんな指標/イニシアチブ(内部および/または外部)を使用しているか説明してください。

ヘッジファンド戦略
Equity Hedge
指標/イニシアチブ
内部/外部
指標/イニシアチブの定義
          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.
        
評価/結果
          The strategy invests in global large cap companies that represent the most resource efficient businesses from every sector of the global economy, ex-financial.
        
ヘッジファンド戦略
Equity Hedge
指標/イニシアチブ
内部/外部
指標/イニシアチブの定義
          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.
        
評価/結果
          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. 追加情報  [任意]

          
        

HF 14. Exposure to climate risk

14.1. 貴組織はファンドの気候関連リスクに対するエクスポージャーを評価しますか?また、投資ポートフォリオのカーボンフットプリントを測定・モニタリングしますか?

14.2. 「はい」の場合、使用する手法および評価プロセスを説明してください。

ヘッジファンド戦略
Equity Hedge
KPI
方法論
          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.
        
評価
          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. 貴組織はESGリスク評価についてその投資家にどのような頻度で、またどのような形態(例えば、会議、報告書)で報告しますか?報告の例を提供してください。

報告の頻度
形態
ESG活動
ポートフォリオESGリスク評価
結果
          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. 追加情報 [任意] 

          
        

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