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Dimensional Fund Advisors

PRI reporting framework 2020

Basic information [OO 01 - 09] Asset class implementation gateway indicators [OO 10 - 12] Peering questions [OO LE 01 - HF 01]

Strategy and Governance

Investment policy [SG 01 - 04] Objectives and strategies [SG 05 - 06] Governance and human resources [SG 07 - 08] Promoting responsible investment [SG 09 - 11] Outsourcing to fiduciary managers and investment consultants [SG 12] ESG issues in asset allocation [SG 13 - 15] Asset class implementation not reported in other modules [SG 16 - 17] Innovation [SG 18] Communication [SG 19]

Direct - Listed Equity Incorporation

ESG incorporation in actively managed listed equities [LEI 01 - 10] Implementation processes [LEI 01 - 10] (A) Implementation: Screening [LEI 04 - 06] (C) Implementation: Integration of ESG factors [LEI 08 - 10] Outputs and outcomes [LEI 12 - 13]

Direct - Listed Equity Active Ownership

Overview [LEA 01] Engagement [LEA 02 - 08] Outputs and outcomes [LEA 09 - 11] (Proxy) voting and shareholder resolutions [LEA 12 - 21]

Direct - Fixed Income

ESG incorporation in actively managed fixed income [FI 01 - 12] (A) Implementation: Screening [FI 04 - 06] (C) Implementation: Integration [FI 10 - 12] Outputs and outcomes [FI 17 - 18]

Confidence building measures

Confidence building measures [CM1 01 - 07]

Export Public Responses

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

Implementation processes

FI 01. Incorporation strategies applied

Indicate (1) Which ESG incorporation strategy and/or combination of strategies you apply to your actively managed fixed income investments; and (2) The proportion (+/- 5%) of your total actively managed fixed income investments each strategy applies to.

SSA

0 Screening alone

0 Thematic alone

0 Integration alone

5 Screening + integration strategies

0 Thematic + integration strategies

0 Screening + thematic strategies

0 All three strategies combined

95 No incorporation strategies applied

100%

Corporate (financial)

5 Screening alone

0 Thematic alone

0 Integration alone

5 Screening + integration strategies

0 Thematic + integration strategies

0 Screening + thematic strategies

0 All three strategies combined

90 No incorporation strategies applied

100%

Corporate (non-financial)

5 Screening alone

0 Thematic alone

0 Integration alone

5 Screening + integration strategies

0 Thematic + integration strategies

0 Screening + thematic strategies

0 All three strategies combined

90 No incorporation strategies applied

100%

01.2. Describe your reasons for choosing a particular ESG incorporation strategy and how combinations of strategies are used.

We believe screening to be most appropriate for clients with specific social and environmental concerns (such as factory farming and child labor) as such concerns seek to avoid investment in certain lines of business. Additionally, for clients with environmental concerns, we take an integration approach with sustainability strategies to account for the varying degrees of impact an issuer’s business practices have on the environment.

01.3. Additional information [Optional].

FI 02. ESG issues and issuer research (Private)

FI 03. Processes to ensure analysis is robust

03.1. Indicate how you ensure that your ESG research process is robust:

Comprehensive ESG research is undertaken internally to determine companies’ activities; and products and/or services

Issuers are given the opportunity by you or your research provider to review ESG research on them and correct inaccuracies

Issuer information and/or ESG ratings are updated regularly to ensure ESG research is accurate

Internal audits and regular reviews of ESG research are undertaken in a systematic way.

A materiality/sustainability framework is created and regularly updated that includes all the key ESG risks and opportunities for each sector/country.

Other, specify

None of the above

03.2. Describe how your ESG information or analysis is shared among your investment team.

ESG information is held within a centralised database and is accessible to all investment staff

ESG information is displayed on front office research platforms

ESG information is a standard item on all individual issuer summaries, research notes, ‘tear sheets’, or similar documents

Investment staff are required to discuss ESG information on issuers as a standard item during investment committee meetings

Records capture how ESG information and research was incorporated into investment decisions

Other, specify

None of the above

03.3. Additional information. [Optional]

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