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Garcia Hamilton & Associates, L.P.

PRI reporting framework 2020

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

資産配分におけるESG問題

SG 13. ESG issues in strategic asset allocation

13.1. 貴社組織がシナリオ分析および/またはモデリングを実施するか記述してください。実施する場合、 シナリオ分析について説明してください(資産クラス別、セクター別、戦略的資産配分等)。

25語以内で説明してください 。 ESG factors are part of our investment philosophy and process and incorporated in our scenario analysis process.

13.2. 組織が戦略的な資産配分やセクターまたは地理的な市場間での資産の配分においてESG問題を考慮しているかどうかを記載してください。

以下を行っている

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

13.3. 補足情報 [任意]

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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