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ESG incorporation in passively managed listed equities

LEI 11. ESG issues in index construction

11.1. Indicate if you manage passive listed equity funds that incorporate ESG issues in the index construction methodology.

11.2. Indicate the percentage of your total passive listed equity funds for which ESG issues are incorporated in the index construction methodology.

(% of total passive listed equity funds)

11.3. Specify index/fund name, provide a brief description of ESG methodology and indicate which of the following ESG incorporation strategies you apply.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

Exclusion list based on business involvement research from Sustainalytics. The benchmark is adjusted for our exclusion list.  Also, there is a negative screening based on ESG criteria of 10%.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

Exclusion list based on business involvement research from Sustainalytics. The benchmark is adjusted for our exclusion list.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

In the new equity portfolio of one of our biggest clients, multiple ESG-topics are integrated in the benchmark, such as activitites screening (e.g. tobacco), norms-based screening, and ESG-screening. These are combined with financial-economic screenings (cash generation, profitability and sustainability of debt).  Due to these own principles, the equity portfolio has been substantially renewed. Half of the companies in the standard benchmark meet the requirements, around 800 of the 1600 companies came into the benchmark.

11.4. Additional information. [Optional]

          
        

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