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Dimensional Fund Advisors

PRI reporting framework 2020

You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (A) Implementation: Screening

(A) Implementation: Screening

FI 04. Types of screening applied

04.1. Indicate the type of screening you conduct.

Select all that apply
Corporate (financial)
Corporate (non-financial)
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

04.2. Describe your approach to screening for internally managed active fixed income

A combination of internal and external data is used to evaluate issuers on a focused set of sustainability and social concerns. Negative screens include cluster munitions and tobacco, as well as social sustainability issues such as factory farming. The list of screened issuers is updated regularly based on internal data and data received from ESG research providers. For more information on the screens applied, see our response to FI 05.1.

04.3. Additional information. [Optional]

With respect to environmental screening for SSAs, this was implemented in March 2020.

FI 05. Examples of ESG factors in screening process (Private)

FI 06. Screening - ensuring criteria are met

06.1. Indicate which systems your organisation has to ensure that fund screening criteria are not breached in fixed income investments.

Type of screening
Negative/exclusionary screening
Positive/best-in-class screening

06.2. Additional information. [Optional]