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PRI reporting framework 2020

You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (A) Implementation: Screening

A) 実施:スクリーニング

LEI 04. Types of screening applied

04.1. 組織内でアクティブ運用している上場株式に適用するスクリーニングの種類を記載し、説明してください。




Negative exclusion for thematic products including product, activity sector and/or MSCI ESG IVA ratings below 3.5



Favorable or improving ESG rankings

04.2. スクリーニング基準が変更された場合に顧客や受益者に通知する方法について説明してください。

For GIM ESG-mandated strategies, if changes in screening criteria require updates to fund prospectuses, then the updated prospectuses are provided to fund shareholders.  Otherwise, material changes to screening criteria typically would be communicated to GTC portfolio managers and external financial intermediaries (who then would decide whether to communicate the changes to their clients invested in the funds).

LEI 05. Processes to ensure screening is based on robust analysis

05.1. スクリーニングが徹底した分析に基づいていることを確実にするために、組織が使用しているプロセスを選択してください。

          We take commercially reasonable steps to validate such research topics, including ESG, before incorporating it into the portfolio.

05.3. 第三者のESG評価がスクリーニング目的で更新される頻度を示してください。

05.4. 組織のESGスクリーニングを構築するための組織内リサーチを精査する頻度を示してください。

05.5. 補足情報 [任意]

On a monthly basis, the portfolio managers receive current ESG analysis and updated ESG ratings from MSCI. The Glenmede Quantitative Team has done extensive historical analysis on ESG factors and their effects on portfolio performance, including risk-adjusted returns. 

LEI 06. Processes to ensure fund criteria are not breached (Private)