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ESG Portfolio Management

PRI reporting framework 2019

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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (A) Implementation: Screening

(A) Implementation: Screening

FI 04. Types of screening applied

04.1. Indicate the type of screening you conduct.

Select all that apply
Corporate (financial)
Corporate (non-financial)
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

04.2. Describe your approach to screening for internally managed active fixed income

Potential investments are excluded when the companies are in the business of controversial weapons or nuclear energy, or if the companies generate more than five percent of sales in the areas of alcohol, coal, gaming, oil, pornography, tobacco or weapons.

We require a minimum ESG rating of BBB (by MSCI ESG). In case there is no MSCI ESG Rating we use imug ratings. We aim to have best in class positions (companies and SSAs) to achieve extremely high portfolio ESG scores.

04.3. Additional information. [Optional]

ESG Portfolio Management is also embedding the Sustainable Development Goals (SDGs) of the United Nations. Every investment aims to follow at least one of the seventeen SDGs.

FI 05. Examples of ESG factors in screening process (Private)

FI 06. Screening - ensuring criteria are met

06.1. Indicate which systems your organisation has to ensure that fund screening criteria are not breached in fixed income investments.

Type of screening
Negative/exclusionary screening?
Positive/best-in-class screening
Norms-based screening

06.2. Additional information. [Optional]

We work with our fund administrator to ensure that we are in compliance with our guidelines (including filter criteria and ESG minimum ratings)