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ACTIAM

PRI reporting framework 2019

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ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

13.1. Indicate whether the organisation undertakes scenario analysis and/or modelling and provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

Describe Scenario analysis are taken into account while constructing our ESG Score. This is again integrated in investment decisions.

13.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

We do the following

13.3. Additional information. [OPTIONAL]


SG 13 CC.

13.4 CC. Describe how the organisation is using scenario analysis to manage climate-related risks and opportunities, including how the analysis has been interpreted, the results and any future plans.

specify

          ACTIAM has not yet conducted a scenario analysis, but is looking into how to integrate this
        

Describe

ACTIAM is currently researching how to use scenario analysis into the processes in order to manage climate-related risk and opportunities. There is a collaboration with two external parties to provide data to measure a forward-looking risk picture in analysing climate-related risks and opportunities of companies and to blend economic modeling with climate science in order to reduce risks, identify new opportunities, and build resilience in the face of climate change. 

13.5 CC. Indicate who uses this analysis.

specify

          -
        

13.6 CC. Indicate whether the organisation has evaluated the impacts of climate-related risk, beyond the investment time-horizon, on the organisations investment strategy.

Please explain the rationale

13.7 CC. Indicate whether a range of climate scenarios is used.

Indicate the climate scenarios the organisation uses.
Provider
Scenario used
IEA
IEA
IEA
IEA
IEA
IRENA
Greenpeace
Institute for Sustainable Development
Bloomberg
IPCC
IPCC
IPCC
IPCC
Other
Other
Other

SG 14. Long term investment risks and opportunity

14.1. Some investment risks and opportunities arise as a result of long term trends. Indicate which of the following are considered.

other description (1)

          Water risk
        

other description (2)

          Deforestation
        

14.2. Indicate which of the following activities you have undertaken to respond to climate change risk and opportunity

Specify the AUM invested in low carbon and climate resilient portfolios, funds, strategies or asset classes.

Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

Specify the framework or taxonomy used.

ACTIAM set focus themes based on medium- to long-term trends and the possible material impact for our investments. We recognize that the world population is growing, prosperity is rising, and the planetary boundaries are increasingly reached or passed. This puts pressure on our natural resources and on the way that we produce and consume. For this reason, ACTIAM chose Climate, Water and Land as focus themes for its responsible investment approach.
Although some effects can already be identified, we expect climate-related financial impacts to happen particularly on the medium to long term. The coming years will be crucial if we want to achieve the targets of the Paris Agreement and limit global warming to maximal 2 degrees Celsius.
More input at additional remarks below.

14.3. Indicate which of the following tools the organisation uses to manage climate-related risks and opportunities.

14.5. Additional information [Optional]


SG 14 CC.

14.6 CC. Please provide further details on these key metric(s) used to assess climate related risks and opportunities.

Metric Type
Coverage
Purpose
Metric Unit
Metric Methodology
Climate-related targets
          To steer our investments towards alignment with the Paris Agreement
        
          CO2 equivalent
        
          https://www.actiam.com/siteassets/4_verantwoord/documenten/nl/vb_co2.pdf
        
Weighted average carbon intensity
          
        
          
        
          
        
Carbon footprint (scope 1 and 2)
          To steer our investments towards alignment with the Paris Agreement
        
          CO2 equivalent
        
          https://www.actiam.com/siteassets/4_verantwoord/documenten/nl/vb_co2.pdf
        
Portfolio carbon footprint
          To steer our investments towards alignment with the Paris Agreement
        
          CO2 equivalent
        
          https://www.actiam.com/siteassets/4_verantwoord/documenten/nl/vb_co2.pdf
        
Total carbon emissions
          To steer our investments towards alignment with the Paris Agreement
        
          CO2 equivalent
        
          https://www.actiam.com/siteassets/4_verantwoord/documenten/nl/vb_co2.pdf
        
Carbon intensity
          To steer our investments towards alignment with the Paris Agreement
        
          CO2 equivalent
        
          https://www.actiam.com/siteassets/4_verantwoord/documenten/nl/vb_co2.pdf
        
Exposure to carbon-related assets
          To identify current violators of ACTIAM’s climate change policy + companies with climate-related risks on the short term
        
          62 companies excluded due to violation of our Environmental policies
        
          Screening through data provider
        
Other emissions metrics
          
        
          
        
          
        

14.7 CC. Describe in further detail the key targets.

Target type
Time Frame
Description
Attachments
          2025
        
          -25% carbon emissions / Million invested
        
          2040
        
          -40% carbon emissions / Million invested
        

          
        
          
        

          
        
          
        

          
        
          
        

14.8 CC. Indicate whether climate-related risks are integrated into overall risk management and explain the risks management processes for identifying, assessing, and managing climate-related risks.

Please describe

While screening our investment universe and periodically review our investment versus our policies, climate-related risks are considered. In case a company is in violation with our policy, so also our energy transition policy, it is advised to be excluded from our universe. This decision is made by the ACTIAM ESG committee. 

14.9 CC. Indicate whether the organisation undertakes active ownership activities to encourage TCFD adoption.

Please describe

Yes - TCFD adoption is encouraged in all our climate-related engagements. For example:

  • In responsive climate-related engagements, one of the goals of the engagement is for the companies to publish a 2 degree scenario analysis. 
  • We participate in the Climate Action 100 engagement, in which adoption of / alignment with TCFD is one of the objectives.

Target companies for active ownership are identified through current exposure to carbon-intensive products or processes, e.g. coal-fired power generation based on our energy transition policy.


SG 15. Allocation of assets to environmental and social themed areas

15.1. Indicate if your organisation allocates assets to, or manages, funds based on specific environmental and social themed areas.

15.2. Indicate the percentage of your total AUM invested in environmental and social themed areas.

1 %

15.3. Specify which thematic area(s) you invest in, indicate the percentage of your AUM in the particular asset class and provide a brief description.

Area

Asset class invested

1 % of AUM

Brief description and measures of investment

Please see inclusive finance module

Asset class invested

1 % of AUM

Brief description and measures of investment

Please see inclusive finance module

15.4. Please attach any supporting information you wish to include. [OPTIONAL]



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