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Bank of America Global Wealth and Investment Management

PRI reporting framework 2020

You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » Implementation processes

実施プロセス

FI 01. Incorporation strategies applied

以下を記載してください。 (1)組織でアクティブ運用する債券投資について、どのESG組み入れ戦略や組み合わせを使用しているか(2)各戦略が適用されるアクティブ運用債券投資合計の割合(+/- 5%)
SSA
65 スクリーニングのみ
0 テーマのみ
0 統合のみ
0 スクリーニング + 統合戦略
35 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%
社債(金融)
75 スクリーニングのみ
0 テーマのみ
0 統合のみ
0 スクリーニング + 統合戦略
25 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%
社債(非金融)
91 スクリーニングのみ
0 テーマのみ
0 統合のみ
0 スクリーニング + 統合戦略
9 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%

01.2. 特定のESG組み入れ戦略を選択している理由と、使用する戦略の組み合わせを説明してください。

IP/MAA:  MAA offers negative screening capability for corporate fixed income strategies at the direction/request of the client.  Screening alone accounts for 100% of IP/MAA’s approach.

 

CIO:  the following description applies only to the CIO Socially Innovative Fixed Income Portfolio. CIOCIO utilizes a proprietary social innovation screening process, by which fixed income investment universes  are screened across data points related to ESG issues. CIOCIO segments these data points into three categories: environmental stewardship, human capital engagement, and corporate governance. The social innovation screening process serves to narrow down the investment universe to only those issuers that exemplify top stewards of the aforementioned categories. The screening process is proprietary and dynamic which allows the portfolio managers to customize for our clients based on specific ESG concerns. 

01.3. 補足情報 [任意]


FI 02. ESG issues and issuer research (Private)


FI 03. Processes to ensure analysis is robust

03.1. 組織のESG調査プロセスの堅牢性を確保する方法を記載してください。

03.2. ESG情報または分析を投資チーム内で共有する方法を記載してください。

03.3. 補足情報 [任意]

IP/MAA: For the discretionary investment management in Merrill Lynch, Merrill Private Wealth Management, and the Private Bank, MAA uses screens provided by a third party provider to negatively screen accounts. These research screens encompass religious, industry, country, sector, and individual company screens. At present time, clients and/or beneficiaries are not notified when changes to the underlying screened components are adjusted. 

CIO:  The Social Innovation screen seeks to find companies that are best-in-class across the three focus areas within the screening process: Environmental Stewardship, Human Capital Engagement, and Corporate Governance. We also employ a Performance Review which is designed to measure how effectively corporations implement the policies and procedures described and evaluated in the previous step, and whether the company capitalizes on external incentives for good corporate behavior. We believe the data points used in the screening process identify companies that are having positive social impact while simulataneously creating economic advantages for their businesses. The scoring process takes place after each quarter-end and the portfolios are adjusted accordingly. Given CIO’s discretionary approach, changes are implemented and clients may speak with their portfolio managers to be made aware of any changes in a client's portfolio. 


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