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ACTIAM

PRI reporting framework 2019

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

Implementation processes

FI 01. Incorporation strategies applied

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
5 Screening alone
0 Thematic alone
0 Integration alone
65 Screening + integration strategies
0 Thematic + integration strategies
30 Screening + thematic strategies
0 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (financial)
0 Screening alone
0 Thematic alone
0 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
100 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (non-financial)
0 Screening alone
0 Thematic alone
0 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
100 All three strategies combined
0 No incorporation strategies applied
100%
Securitised
5 Screening alone
0 Thematic alone
0 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
95 All three strategies combined
0 No incorporation strategies applied
100%

01.2. 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/or 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). Next to that we focus on the themes climate, water and land. We have an inhouse developed methodology on combining sustainable and financial materiality. 

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. Via the ESG-score introduction we have a thematic approach to climate, water and land. We measure and report on results of the first two themes. For the land theme we are currently in the process of developing, integrating and implamaneting a science-based target in combination with developing an international standard on how to track/make calculations. Note that, the ACTIAM ESG Score and its process is applicable for both Fixed Income as well as Listed Equity. 

01.3. Additional information [Optional].


FI 02. ESG issues and issuer research

02.1. 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

02.2. 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  

02.3. 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 specialised data providers for carbon emissions data in order to calculate the carbon footprint of our portfolios. For our impact alignment (SDGs) we have an exclusive partnership with an external company. We also team up with NGOs that have specific data or background on companies (FSC, GreenPeace, BBFAW amongst others). In-house FI portfolio manager and sell-side information is used in the investment decision process.

02.4. Additional information. [Optional]


FI 03. Processes to ensure analysis is robust

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

specify description

          ESG scores are integrated into our administrative system. External audit is done on the annual report including ESG information as water, carbon footprint and ESGscore
        

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

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

03.3. Additional information. [Optional]


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