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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 factors in the index construction methodology.

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

ESG incorporation in 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

ACTIAM Duurzaam Index Vastgoedfonds Europa.
Only real estate companies sufficiently ‘green’ are allowed in the fund index. Such criteria includes a high ESG-score, GRESB score, and revenue share in energy efficiency or green buildings.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

ACTIAM Responsible Index Fund Equity Europe - A (BFGR)

Only companies with sufficiently high ESG-score are allowed in this fund index. In addition, through engagement and voting, companies are stimulated to improve their sustainability performance. Portfolio managers optimize financial returns and the portfolio ESG-score. ESG methodology consists in incorporation of Screening, Integration of ESG issues, Engagement and Voting activities.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

ACTIAM Responsible Index Fund Equity North America - A (BFGR)

Only companies with sufficiently high ESG-score are allowed in this fund index. In addition, through engagement and voting, companies are stimulated to improve their sustainability performance. Portfolio managers optimize financial returns and the portfolio ESG-score. ESG methodology consists in incorporation of Screening, Integration of ESG issues, Engagement and Voting activities..

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

ACTIAM Sustainable Enhaced Index Europe / North America (ADEI EU/NA): These index funds apply a stricter ethical screening than the basic Fundamental Investment Principles of ACTIAM, by also excluding companies investing in fur, alcohol, nuclear energy and weapons and those companies with severe controversies. Companies in the fossil fuel related sectors only are allowed if they clearly are in the process of making the transition towards a low-carbon economy. In addition, only companies with a sufficiently high ESG score are allowed. ESG methodology consists in incorporation of Screening, Integration of ESG issues, Engagement and Voting activities.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

ACTIAM Responsible Index Fund Equity Pacific (BFGR): Only companies with sufficiently high ESG-score are allowed in this fund index. In addition, through engagement and voting, companies are stimulated to improve their sustainability performance. Portfolio managers optimize financial returns and the portfolio ESG-score. ESG methodology consists in incorporation of Screening, Integration of ESG issues, Engagement and Voting activities.

11.4. Additional information. [Optional]

          On top of negative screening based on our Fundamental Investment Principles, we conduct engagement and voting activities for all above-mentioned passive funds.
Also for all our other passive funds we incorporate Screening, integration of ESG issues, engagement and voting activities.
        

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