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Garcia Hamilton & Associates, L.P.

PRI reporting framework 2020

You are in Strategy and Governance » ESG issues in asset allocation

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

13.1. Indicate whether the organisation carries out scenario analysis and/or modelling, and if it does, provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

Describe ESG factors are part of our investment philosophy and process and incorporated in our scenario analysis process.

13.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

We do the following

          The Firm only invests in U.S. Fixed Income.
        

13.3. Additional information. [OPTIONAL]

As part of our daily routine, we stratify every portfolio into yield curve buckets versus the index to exactly where our yield curve lies. We manage our portfolios’ yield curve positioning to take advantage of shifts and twists in the yield curve. For example, in recent years we have barbelled our portfolios to take advantage of a flattening yield curve and bulleted our portfolios to take advantage of a steepening yield curve.

We primarily stress test all securities with embedded options such as callable agencies and agency-guaranteed mortgages. From time to time, we will run a stress test on certain client portfolios. In general, we create certain interest rate and yield curve scenarios and then compare total returns for a one-year horizon versus the index.

ESG factors are part of our investment philosophy and process and incorporated in our scenario analysis process.


SG 13 CC.


SG 14. Long term investment risks and opportunity (Private)


SG 14 CC.


SG 15. Allocation of assets to environmental and social themed areas (Private)


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