The Merchants Trust



The integration of the consideration of ESG factors in the investment process is part of a spectrum as illustrated by the graphic below - The trust’s investment process only includes consideration of ESG factors, not SRI or Impact aspects.

Delivering financial returns and enhancing the investment process by assessment of material ES&G risks and their impact on Investment value

Building sustainable portfolios by delivering sustainable financial returns based on the assessment of ESG practices

Promoting social and environmental goals and/or/outcomes alongside financial returns

Merchants and ESG

The Allianz Global Investors portfolio managers fully integrate the consideration of Environmental, Social and Governance (ESG) factors into The Merchants Trust research process.

This process ensures:

– Formal consideration of Environmental, Social and Governance factors for every investment
– Companies with a low score on any ESG factor, are sold or need a documented justification from the portfolio manager
– Justifications approved by Chief Investment Officer/Manager. Quarterly governance process. System flags any omissions.
– Our long term risk assessment is enhanced.

Integrated ESG & Stewardship

In our research process, we integrate environmental, social and governance (ESG) factors as well as more traditional operational and financial considerations. By analysing how a business interacts with the environment, treats its employees and deals with customers and suppliers, we can learn valuable insights into its future prospects, and we can assess long term risks, which might not be evident in financial metrics.

But our investment process does not end with purchases of shares. We believe that we have an important duty to engage with the boards and executive management teams of the companies in the portfolio. This is not purely about holding management to account, but also about influencing company strategy and promoting effective governance, to help improve long term performance. Working with investee companies, sometimes in conjunction with other shareholders, we can help engender real change and make a positive difference to society. Allianz Global Investors is a founder member of the Investor Forum which fosters collective engagement with businesses that have diverse shareholder bases.

Proxy voting disclosure for AllianzGI as a whole is available at https://uk.allianzgi.com/en-gb/b2c/sustainability where you can also find AllianzGI’s dedicated corporate governance and proxy voting guidelines.

How AllianzGI Integrates ESG

We see ESG as a distinctly different philosophy than Socially Responsible Investing (SRI). In an SRI approach, investment universes are explicitly constrained to avoid “bad companies” so that portfolios can be skewed toward “good companies”.

We believe that ESG risk, once properly understood, should be considered in the context of risk/reward, like all other risks considered by the Portfolio Manager. Furthermore, we believe that 3rd party ESG/SRI research is too dependent on limited company disclosures and is often conflicted between assessing actual risk vs social objectives. Therefore, our analysts and portfolio managers challenge 3rd party research; we develop our own conclusions based on material risks.

We believe that such a non-constrained approach to ESG Integration is ideal for proper stewardship. Well-informed portfolio managers can directly engage with the management teams of companies that stand to benefit most from that engagement.

Integrated ESG at AllianzGI - What Does this Label Mean?

Our portfolio managers, analysts and ESG analysts collectively debate and document material ESG tail risks (the risk of an event occurring that has very low probability but high potential impact) identified for companies.

The portfolio management team explains the risk/reward decision before buying holdings with material ESG tail risks. Portfolio management teams are then subject to a periodic review of these holdings.

Rather than have an Engagement Department, our portfolio managers – having assessed the ESG tail risks – engage directly with company management teams.

All these activities are digital and drive a reporting capability that can be readily reported upon.

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Welcome to The Merchants Trust

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