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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) 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。

スクリーニングの種類

スクリーニング実行者

説明

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.

スクリーニング実行者

説明

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. 

スクリーニング実行者

説明

Apply these principles to certain accounts per client specification.

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。

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. 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。

05.2. ESGスクリーニング戦略の一環で包括的なESG調査の対象となるアクティブ上場株式ポートフォリオの割合を示してください。

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]


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


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