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ACTIAM

PRI reporting framework 2017

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

Implementation processes

FI 04. Incorporation strategies applied

04.1. 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
93 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
7 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (financial)
0 Screening alone
0 Thematic alone
0 Integration alone
84 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
16 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (non-financial)
0 Screening alone
0 Thematic alone
0 Integration alone
77 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
23 All three strategies combined
0 No incorporation strategies applied
100%
Securitised
0 Screening alone
0 Thematic alone
0 Integration alone
87 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
13 All three strategies combined
0 No incorporation strategies applied
100%

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

We chose to use a combination of screening, integration and thematic strategies for meeting our ESG goals. This combination enables us to identify the companies that violate our Fundamental Investment Principles (screening), to include ESG-considerations in our investments (integration), and to select over- and underperformers based on our selected themes. Likewise to our equities approach, we exclude or start engagement with companies that violate our ESG policies. We invest in sustainable activities (for example through green bonds) because we want to actively contribute to the transition to a low carbon economy.

04.3. Additional information [Optional].


FI 05. ESG issues and issuer research

05.1. Indicate which ESG factors you systematically research as part of your analysis on issuers.

Select all that apply
SSA
Corporate (financial)
Corporate (non-financial)
Securitised
Environmental data
Social data
Governance data

05.2. Indicate what format your ESG information comes in and where you typically source it

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

05.3. Provide a brief description of the ESG information used, highlighting any differences in sources of information across your ESG incorporation strategies.

ACTIAM uses several sources of information. First of all, we use external data providers for both qualitative and quantitative ESG information, which is used for our screening and integration strategies. Secondly, we have an in-house ESG team that collects and provides information, including data for the thematic overlay. In addition, we use external data providers for carbon emissions data in order to calculate the carbon footprint of our portfolios. In-house FI analyst and sell-side information is used in the investment decision process.

05.4. Additional information. [Optional]


FI 06. Processes to ensure analysis is robust

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

specify description

          ESG scores are integrated into our administrative system (carbon footprint will be, too); external audit is done on the annual report including ESG information.
        

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

          Internal committees, including our CIO, evaluate the ESG policies and proposals for exclusion and inclusion, changes in the ESG scores, as well as engagement information.
        

06.3. Additional information. [Optional]


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