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Storebrand ASA

PRI reporting framework 2017

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ESG incorporation in passively managed listed equities

LEI 13. ESG issues in index construction

13.1. Indicate if you manage passive listed equity funds that incorporate ESG issues in the index construction methodology.

13.2. Indicate the percentage of your total passive listed equity funds for which ESG issues are incorporated in the index construction methodology.

(% of total passive listed equity funds)

13.3. Specify index/fund name, provide a brief description of ESG methodology and indicate which of the following ESG incorporation strategies you apply.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

The screening criteria and process that applies to Storebrand's internally managed listed equity, applies to all of Storebrand's passively managed listed equity funds and portfolios. See questions LEI 06 and 07 for more information.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

P8103: SPP Traditional Life portfolio:

The average sustainability rating of the index portfolio is enhanced through systematic selection of companies with higher sustainability rating where possible. It is possible to achieve a 10% higher average sustainability score while keeping tracking error within acceptable levels for an index near portfolio. Implemented since March 2015.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

P982: Norway Traditional Life portfolio

See description of methodology over.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

P993: Norway Deposit Portfolio

See description of methodology over.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

SPP Plus fund family: SPP Global Plus, SPP Sweden Plus, SPP Emerging Markets Plus

- fossil free funds. Exclude companies with over 5% revenue from production and/or distribution of fossil fuel

- optimised on sustainability rating (over benchmark)

- optimised on carbon footprint (significantly under benchmark)

- 5-10% portfolio invested in "global climate solutions" portfolio

Under 1 in tracking error.

13.4. Additional information. [Optional]


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