This report shows public data only. Is this your organisation? If so, login here to view your full report.

AP3

PRI reporting framework 2019

Export Public Responses
Pdf-img

You are in Organisational Overview » Peering questions

Peering questions

OO LE 01. Breakdown of listed equity investments by passive and active strategies

LE 01.1. Provide a breakdown of your internally managed listed equities by passive, active - quantitative (quant), active - fundamental and active - other strategies.

Update: this indicator has changed from "Mandatory to report, voluntary to disclose" to "Mandatory". Your response to this indicator will be published in the Public Transparency Report. This change is to enable improved analysis and peering. 

 

Percentage of internally managed listed equities

Strategies 
Percentage of internally managed listed equities​
Passive
Active - quantitative (quant)
Active - fundamental and active - other
Total 100%

LE 01.2. Additional information. [Optional]

The internal management is more or less equally divided between passive and active management and thus affecting the integration of sustainability. In all strategies including quant ESG is addressed, but in differnt ways. This, plus the use of customized index, impact the integration of sustainability in the processes and investment decisions. As the active part has grown over the last years and  the integration of sustainability in the investment processes and decisions has grown as there is more room to address specific ESG issues and have more dialogues. The portfolio managers are adressing sustainability issues as an integral part of their analysis and investment decisions. They participate in the Advisory group on Sustainability alongside with the Sustainability team, the CIO and the Head of Portfolio Strategy. There are frequent conversations beteween the Sustainability team and the portfolio managers about different issues and how they should be handled in meetings and discussions with the companies. The managers participate in the engagement processes, represent the Fund at AGMs and vote etc. Sustainability risks are also handled in the Fund's Risk Allocation Advisory Group with participating managers from the management, risk and allocation together with the CIO and Head of Portfolio Strategy..


OO LE 02. Reporting on strategies that are <10% of actively managed listed equities (Private)


OO FI 01. Breakdown of fixed income investments by passive and active strategies

Update: this indicator has changed from "Mandatory to report, voluntary to disclose" to "Mandatory". Your response to this indicator will be published in the Public Transparency Report. This change is to enable improved analysis and peering.
Provide a breakdown of your internally managed fixed income securities by active and passive strategies
Type
Passive                      
Active - quantitative
Active - fundamental & others
Total internally managed fixed income security
SSA
100%
Corporate (financial)
100%
Corporate (non-financial)
100%

FI 01.2. Additional information. [Optional]

The index benchmarks are customized also for Fixed income.

Within the SSA and Corporate (non financial) there is an active selection of Green bonds.


OO FI 02. Reporting on strategies that are <10% of actively managed fixed income (Not Applicable)


OO FI 03. Fixed income breakdown by market and credit quality

Update: this indicator has changed from "Mandatory to report, voluntary to disclose" to "Mandatory". Your response to this indicator will be published in the Public Transparency Report. This change is to enable improved analysis and peering.

FI 03.1. Indicate the approximate (+/- 5%) breakdown of your SSA investments, by developed markets and emerging markets.

SSA
90 Developed markets
10 Emerging markets
Total 100%
Indicate the approximate (+/- 5%) breakdown of your corporate and securitised investments by investment grade or high-yield securities.
Type
Investment grade (+/- 5%)
High-yield (+/- 5%)
Total internally managed
Corporate (financial)
100%
Corporate (non-financial)
100%

FI 03.3. Additional information. [Optional]

If you are invested in private debt and reporting on ratings is not relevant for you, please indicate below


OO SAM 01. Breakdown of externally managed investments by passive and active strategies (Private)


OO PE 01. Breakdown of private equity investments by strategy (Not Applicable)


OO PE 02. Typical level of ownership in private equity investments (Not Applicable)


OO PR 01. Breakdown of property investments

PR 01.1. Indicate the level of ownership you typically hold in your property investments.

PR 01.2. Provide a breakdown of your organisations allocation to Real Estate Investment Trusts (REITs) or similar

PR 01.3. Additional information. [Optional]

Vasakronan is owned by the four AP bufferfunds, each fund holds 25%, in the remaining property companies AP3s ownership range from 50% to 100%. See the Annual Report 2018. Holdings in real estate funds are being phased out.

https://www.ap3.se/wp-content/uploads/2019/02/Årsredovisning-2018.pdf


OO PR 02. Breakdown of property assets by management (Private)


OO PR 03. Largest property types (Private)


OO INF 01. Breakdown of infrastructure investments (Not Applicable)


OO INF 02. Breakdown of infrastructure assets by management (Not Applicable)


OO INF 03. Largest infrastructure sectors (Not Applicable)


OO HF 01. Breakdown of hedge funds investments by strategies (Not Applicable)


Top