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Genus Capital Management

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

Examples of negative screening in our Fossil Free Funds,

Product: Tobacco

Activity: Oil & Gas exploration

Sector: Energy sector

Environmental and social practices and performance: High carbon emissions intensity

Corporate Governance: Poor Governance ratings by ESG data providers

Screened by

Description

In our Genus High Impact Fund, we only include stocks with high environmental and social impact. We use an ESG data provider to build a universe of the most impactful public equities.  Then we measure the positive impact, based on Sustainable Development Goals, through a secondary ESG data provider.

 

Screened by

          We screen out companies that have significant controversies which include non-compliance with norms.
        

Description

When building our investment universe, we screen out companies that have significant controversies.  Some of the controversies include non-compliance with norms, however, we do not specifically screen by norms.

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

Screening criteria was established based on discussions with clients and in-depth research.  Then, for many of the screens, we have performed backtests to determine their effects on risk/return. They are reviewed on an ad hoc basis and we will make ad hoc changes if issues arise.  The criteria is disclosed to clients upon request.


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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