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Lyxor Asset Management (Delisted)

PRI reporting framework 2020

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OO 10. Active ownership practices for listed assets

10.1. 報告年度において組織が実施した積極的な保有活動(アクティブ・オーナーシップ)を選択してください。

上場株式 – エンゲージメント

上場株式 – 議決権行使

債券SSA – エンゲージメント


          Within the ‘domain of engagement’ a variety of engagement strategies can be distinguished to influence corporate and managerial behaviour. 
- Proxy voting at annual general meetings (AGMs)
- Thematic engagements on a sector level

For the moment, LYXOR only engages on corporate issuers.

債券 - 社債(金融) – エンゲージメント

債券 - 社債(非金融) – エンゲージメント

OO 11. ESG incorporation practices for all assets

11.1. 投資決定や積極的な保有の実務に(報告年度中に)ESGの組み入れを行った組織内で運用される資産クラスを以下から選択してください。


債券 – SSA

債券 - 社債(金融)

債券 - 社債(非金融)







‘その他(1)’ [OO 05において明示されたもの]

          Other (1) Alternative

‘その他(2)’ [OO 05において明示されたもの]

          Other (2) Balanced




11.4. 投資マネジャーの選定、任命、モニタリングプロセスに、投資に関する考慮事項がどのように含まれているかを簡単に説明してください。

1. Assets under Advisory 

Regarding Assets under Advisory, the due diligence questionnaires include since April 2017 a list of questions regarding ESG issues.

2. External Fund managers

2.1 Selection, appointment and monitoring processes

Lyxor has developed a capacity to evaluate extra-financial valuation of external management companies, including a review of the following points :

  • Their ESG analysis capacity
  • The investment process / ESG integration in their management
  • Their voting and engagement policies

This allows us to establish a rating of the external management companies:

  •  A basic scoring is first established from the UN PRI scores.
  •  On the basis of LYXOR's questionnaires, we can adjust this score downwards if we consider that it is not sufficiently representative of real capacities.

This approach provides a general overview of the level of ESG integration and compares external management companies

2.2 Investment processes

Application of Exclusion lists

Since 2013 Lyxor has a managed account and UCITS platform, Lyxor has implemented this exclusion list as a filter of its managed account platform to the managers that have accepted to comply with it.

Lyxor applies an exclusion list including companies involved in controversial weapons such as cluster-munitions, anti-personnel mines and depleted uranium weapons. 

in addition for dedicated funds, exclusions related to UN GLobal compact  & international norms, Thermal Coal and controversal weapons are applied.

In the context of the relationship between Lyxor and its trading advisors (of the managed accounts) to which we have delegated the management of the fund, we have regular discussions with asset managers to try to convince them to comply with this exclusion list.

Regarding the respect of exclusion lists: Independent controls  are performed within LYXOR Risk Team on NAV frequency basis.


OO 12. Modules and sections required to complete

12.1. 自主的な報告を希望される場合には、該当するするモジュールやセクションを以下のリストから選択して下さい。組織のAUMの10%以上を占める資産クラスについてのみ報告が義務付けられています。



自己運用 - 上場株式の組入れ

自己運用 - 上場株式の積極的な保有

自己運用 – 債券


12.2. 補足情報 [任意]