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Matarin Capital Management (Delisted)

PRI reporting framework 2020

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

B) 実施:テーマ

LEI 07. Types of sustainability thematic funds/mandates

07.1. 組織が運用している、サステナビリティをテーマとするファンドやマンデートの種類を記載してください。

07.2. 組織でのサステナビリティをテーマとしたファンドのプロセスについて説明してください。 [任意]

Matarin's investment team has been actively applying negative screens at the request of clients since 1989. Beginning in 2011, the firm began to take a more active approach to ESG research with the goal of finding factors within the context of sustainability which would either be additive to returns or reduce overall portfolio risk. We have rigorously tested dozens of such factors since that time. As "financial first" investors, we have opted not to include variables with don't add value just because they are ESG variables. We feel they need to contribute to the performance of the models and to returns.

The first factor we incorporated into our US Equity strategies was a governance factor which focused on board diversity. We obtained data for this factor from a proprietary source which we believe continues to be proprietary today. Later, we added risk factors related to the environment/climate (weather) and social (opioid) risks.

In the Patience Premium strategies that we launched in March 2019 we went a s step further and added an incidence factor and "Progress toward sustainability" factor, as well as making the product fossil free by eliminated investments in energy as well as the users of energy such as cruise ships, airlines and truckers. Again, over time we will continue to search for other novel ways to include ESG in our products.