This report shows public data only. Is this your organisation? If so, login here to view your full report.

Eaton Vance Corp.

PRI reporting framework 2020

Export Public Responses
Pdf-img

You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (C) Implementation: Integration of ESG factors

(C) Implementation: Integration of ESG factors

LEI 08. Review ESG issues while researching companies/sectors

08.1. Indicate the proportion of actively managed listed equity portfolios where E, S and G factors are systematically researched as part of your investment analysis.

ESG issues

Proportion impacted by analysis
Environmental

Environmental

Social

Social

Corporate Governance

Corporate Governance

08.2. Additional information. [Optional]

EVC's approach to responsible investing is both flexible and evolving. Our affiliates' portfolio managers and analysts seek to understand the potential impacts of how issuers manage ESG risks and opportunities using both proprietary and third-party research. Because these risks and opportunities vary across industries, geographies and business models, we believe that maintaining a focus on financial materiality is necessary to effective responsible investing. Across our investment affiliates, we include consideration of environmental, social and governance (ESG) insights in our evaluation of investment opportunities and/or in the construction of the investment portfolios we manage

At Calvert, every strategy that follows the Calvert Principles includes the analysis of E, S, and G factors. The most material E, S, and G factors for each issuer are determined at the subindustry level. Each peer group will have a different weighting for the E, S, and G pillars, based on what issues the analyst determines are financially materially to that peer group. The 'G' weighting will always equal at least 20%, while the E and S pillars do not have a minimum.


LEI 09. Processes to ensure integration is based on robust analysis

09.1. Indicate which processes your organisation uses to ensure ESG integration is based on robust analysis.

09.2. Indicate the proportion of your actively managed listed equity portfolio that is subject to comprehensive ESG research as part your integration strategy.

09.3. Indicate how frequently third party ESG ratings that inform your ESG integration strategy are updated.

09.4. Indicate how frequently you review internal research that builds your ESG integration strategy.

09.5. Describe how ESG information is held and used by your portfolio managers.

          Please see LEI 09.6 for the answer
        

09.6. Additional information. [Optional]

LEI 9.5 Other, specify:

At Calvert, during the reporting period, material ESG information and analysis were considered in investment decision-making by portfolio managers and analyst in their company evaluations. Analysts across fixed income teams, equity teams and sustainability research teams discuss companies and relevant issues on a regular basis. Furthermore, investment analysts will collaborate with the ESG research team ahead of meeting with management teams to discuss any material ESG issues. Calvert also consults with the investment teams in their engagement with companies on ESG topics.

Additional Information:

As noted in earlier answers, both the Calvert Principles for Responsible Investment and the Calvert Research System (CRS) are integral to how they assess and make investment decisions.


LEI 10. Aspects of analysis ESG information is integrated into

New selection options have been added to this indicator. Please review your prefilled responses carefully.

10.1. Indicate which aspects of investment analysis you integrate material ESG information into.

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

Proportion of actively managed listed equity exposed to investment analysis

10.6. Additional information. [OPTIONAL]

Across our investment affiliates, investment teams include consideration of environmental, social and governance (ESG) insights in our evaluation of investment opportunities and/or in the construction of the investment portfolios we manage.

Specifically, the Calvert Research System is a proprietary platform engineered to capture what Calvert believes to be the most material ESG criteria from multiple data sources to rate and rank companies across both equity and fixed-income portfolios. Calvert constructs and applys detailed scoring models that incorporate the best available information to review each potential investment, rating and ranking companies within their sub-industries, ultimately producing an assessment that reflects both peer-relative and absolute performance in a defined universe. ESG analysts conduct regular industry reviews to look at key industry issues and trends, ensure the scoring model remains reflective of material ESG risks and opportunities, and determine how certain companies compare to their peers with regard to emerging best practices.

Calvert's fundamental analysts and portfolio managers have access to Calvert Research System (CRS), and are able to collaborate with the ESG analysts when completing their fundamental analysis.


Top