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パッシブ運用している上場株式におけるESGの組み入れ

LEI 11. ESG issues in index construction

11.1. 指数の組成において、ESG問題を組み入れているパッシブ上場株式ファンドを運用しているかどうかを記載してください。

11.2. 指数の組成において、ESG問題を組み入れているパッシブ上場株式ファンドすべての比率を記載してください。

指数組成におけるESG組み入れ(パッシブ上場株式ファンド合計に対する比率)

11.3. 指数/ファンド名を明記し、ESGの手法を簡単に説明し、以下のうちどのESG組み入れ戦略を適用しているかを示してください。

指数およびファンド名、ESGの手法の簡単な説明

ESG組み入れ戦略
(当てはまるものをすべてお選びください)

 

Calvert International Responsible Index Fund

The Index is composed of the common stocks of large growth companies that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the "Calvert Principles"). Large growth companies are selected from the 1,000 largest publicly traded U.S. companies based on market capitalization and growth style factors, excluding real estate investment trusts and business development companies. The Calvert Principles serve as a framework for considering environmental, social and governance ("ESG") factors. Stocks are weighted in the Index based on their float-adjusted market capitalization within the relevant sector, subject to certain prescribed limits. The Index is owned by CRM, which also serves as investment adviser to the Fund.

指数およびファンド名、ESGの手法の簡単な説明

ESG組み入れ戦略
(当てはまるものをすべてお選びください)

 

Calvert U.S. Large Cap Core Responsible Index Fund

The Index is composed of the common stocks of large companies that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the "Calvert Principles"). Large companies are the 1,000 largest publicly traded U.S. companies based on market capitalization, excluding real estate investment trusts and business development companies. The Calvert Principles serve as a framework for considering environmental, social and governance ("ESG") factors. Stocks are weighted in the Index based on their float-adjusted market capitalization within the relevant sector, subject to certain prescribed limits. The Index is owned by CRM, which also serves as investment adviser to the Fund.

指数およびファンド名、ESGの手法の簡単な説明

ESG組み入れ戦略
(当てはまるものをすべてお選びください)

Calvert U.S. Large Cap Growth Responsible Index Fund

The Index is composed of common stocks of large companies in developed markets, excluding the U.S. Large companies in developed markets are the 1,000 largest publicly traded companies, excluding real estate investments trusts and business development companies, in markets that CRM determines to be developed markets based on a set of criteria including level of economic development, existence of capital controls, openness to foreign direct investment, market trading and liquidity conditions, regulatory environment, treatment of minority shareholders, and investor expectations. The Calvert Principles for Responsible Investment (the "Calvert Principles") serve as a framework for considering environmental, social and governance ("ESG") factors. Stocks are weighted in the Index based on their float-adjusted market capitalization, by country and by sector, subject to certain prescribed limits. The Index is owned by CRM, which also serves as investment adviser to the Fund.

指数およびファンド名、ESGの手法の簡単な説明

ESG組み入れ戦略
(当てはまるものをすべてお選びください)

Calvert U.S. Large Cap Value Responsible Index Fund

The Index is composed of the common stocks of large growth companies that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the "Calvert Principles"). Large growth companies are selected from the 1,000 largest publicly traded U.S. companies based on market capitalization and growth style factors, excluding real estate investment trusts and business development companies. The Calvert Principles serve as a framework for considering environmental, social and governance ("ESG") factors. Stocks are weighted in the Index based on their float-adjusted market capitalization within the relevant sector, subject to certain prescribed limits. The Index is owned by CRM, which also serves as investment adviser to the Fund.

指数およびファンド名、ESGの手法の簡単な説明

ESG組み入れ戦略
(当てはまるものをすべてお選びください)

Calvert Global Water Research Index and the Calvert Global Energy Research Index

CRM will derive the index universe for the Index by identifying companies that manage energy use in a sustainable manner or that are actively engaged in facilitating the transition to a more sustainable economy through the reduction of greenhouse gas emissions and the expanded use of renewable energy sources (the "Index Universe"). Companies must satisfy minimum equity market capitalization and liquidity thresholds and be significantly involved in energy-related business activities in order to be eligible for inclusion in the Index Universe. CRM selects Index components from the Index Universe that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the "Calvert Principles"). The Calvert Principles serve as a framework for considering environmental, social and governance ("ESG") factors that may affect investment performance. The Index is owned by CRM, which also serves as investment adviser to the Fund.

11.4. 補足情報 [任意]

          While the funds listed above represent the Calvert Index Funds, another portion of passive management comes from Parametric. Parametric licenses ESG indexes that incorporate ESG metrics in the construction methodology. In addition, Parametric has the ability to incorporate ESG tilts and screens into the portfolio construction process for any passive, separate account mandate. The investment team also works with clients to implement custom restriction lists from other data providers. Parametric's proprietary systems are designed to provide clients with a high degree of customization and allow account-specific restrictions to be enforced and monitored on an ongoing basis.
        

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