PIMCO's Sustainable Investing Report 2023

Continued development of  proprietary frameworks across multiple asset classes and themes, including: 

• Enhanced corporate sector evaluation for utilities and building materials; expanded ESG scoring coverage and analysis of structured products including auto-asset backed securities (ABS), collateralized loan obligations (CLO), covered bonds, sovereigns, supranationals, and agencies (SSA)
• In-depth climate risk and biodiversity analysis, including additional carbon analytics, carbon attribution and projection tools. For example, evaluating mortgage-backed securities (MBS) physical risk exposure for the average annual building loss rate of underlying collateral
• Expanded analysis to additional alternative asset classes including private credit and real assets 
• Ongoing advancement of GSSS-labeled4 bond analytics, including tools for relative value and tracking the progress of sustainability-linked bonds38003corporate