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Dimensional Fund Advisors

PRI reporting framework 2020

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

(A) Implementation: Screening

LEI 04. Types of screening applied

04.1. Indicate and describe the type of screening you apply to your internally managed active listed equities.

Type of screening

Screened by

Description

Dimensional’s sustainability strategies are currently primarily designed to decrease exposure to companies that are significant contributors to emissions or those with large fossil fuel reserves (such as oil, gas, and coal) that may lead to future emissions. Other considerations, such as land use and biodiversity, toxic spills and releases, operational waste, and water management, are also variables in the sustainability score. Dimensional’s approach seeks to minimize or exclude investment in companies with lower sustainability scores. The strategies also seek to exclude companies connected to other environmental and social sustainability issues, including: coal, palm oil, factory farming, cluster munitions, civilian firearms, tobacco, and child labor.

Dimensional’s socially focused portfolios use screens to identify stocks for exclusion based on business activity across several issues, such as meaningful involvement in: nuclear weapons; the Republic of Sudan; tobacco; alcohol; gambling; or pornography. Also excluded are companies that are involved in: abortions, abortive agents, or contraceptives; landmines or cluster bombs, civilian firearms; stem cell research; or have had major recent controversies relating to child labor.

More broadly, Dimensional generally excludes closely held companies from its universe of eligible securities for its clients on governance grounds, as described in earlier sections.

Screened by

Description

Dimensional’s sustainability strategies are currently primarily designed to decrease exposure to companies that are significant contributors to emissions or those with large fossil fuel reserves (such as oil, gas, and coal) that may lead to future emissions. Other considerations, such as land use and biodiversity, toxic spills and releases, operational waste, and water management, are also variables in the sustainability score. Dimensional’s approach seeks to overweight investment in companies with higher sustainability scores. 

Screened by

Description

Apply these principles to certain accounts per client specification.

04.2. Describe how you notify clients and/or beneficiaries when changes are made to your screening criteria.

Criteria are established based on client input and reviewed on an ongoing basis. Eligible securities are updated quarterly. Clients are notified in writing of any changes.


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

05.1. Indicate which processes your organisation uses to ensure ESG screening is based on robust analysis.

05.2. Indicate the proportion of your actively managed listed equity portfolio that is subject to comprehensive ESG research as part your ESG screening strategy.

05.3. Indicate how frequently third party ESG ratings are updated for screening purposes.

05.4. Indicate how frequently you review internal research that builds your ESG screens.

05.5. Additional information. [Optional]


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


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