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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) 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。




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



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.



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


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. 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。

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. 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)