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AP3

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 On behalf of AP3 2Degrees and WWF has carried out scenario analysis,B2DS, of AP3 equity and credit portfolis, using the PACTA model.

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]

For example AP3 has decided not to have any exposure to the GICS subsector Coal & Consumable Fuels.The fund has also reduced the exposure to Coal and Oil sand and Tobacco. Cannabis stocks have been excluded.

Companies or group of companies breaching international conventions Sweden has signed are also excluded, for example cluster bombs. These decisions are taken by the Board.

We are also continuing to analyse the potential effects on the portfolio of a more radically changed exposure to other sectors or part of sectors, primarily climate related issues. Stranded asset, especially fossil fuels, are an example.

Continued development as our screening more becomes more systematic and granular (increases wíth better access to data) the ability to develop scenario analysis, especially regarding factors and impact from future environmental trends but also social and governance grows.

 AP3 also invest in ILS, with scenario analysis on potential weather related damages (storms etc as a result of global heating). 2017 the Fund did its first investment in pandemic insurance togehter with the World Bank.

Green bonds investment and an investment in the first EM Green Bond Fund, all in line with the ambition to promote the market for Green Bonds.


SG 13 CC.


SG 14. Long term investment risks and opportunity (Private)


SG 14 CC.


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


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