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Stichting Pensioenfonds Zorg en Welzijn

PRI reporting framework 2020

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You are in Indirect – Manager Selection, Appointment and Monitoring » Selection

Selection

SAM 02. Selection processes (LE and FI)

02.1. Indicate what RI-related information your organisation typically covers in the majority of selection documentation for your external managers

Your organisation’s investment strategy and how ESG objectives relate to it

ESG incorporation requirements

ESG reporting requirements

Other

No RI information covered in the selection documentation

LE

FI - SSA
FI - Corporate (financial)
FI - Corporate (non-financial)
Private equity
Property
Infrastructure
Your organisation’s investment strategy and how ESG objectives relate to it
ESG incorporation requirements
ESG reporting requirements
Other
No RI information covered in the selection documentation

You selected an `Other` option in table SAM 02.1 above, please specify

Policy, industry initiatives, engagement and voting

02.2. Explain how your organisation evaluates the investment manager’s ability to align between your investment strategy and their investment approach

Strategy

Assess the time horizon of the investment manager’s offering vs. your/beneficiaries’ requirements

Assess the quality of investment policy and its references to ESG

Assess the investment approach and how ESG objectives are implemented in the investment process

Review the manager’s firm-level vs. product-level approach to RI

Assess the ESG definitions to be used

Other

None of the above

LE

FI - SSA
FI - Corporate (financial)
FI - Corporate (non-financial)
Private equity
Property
Infrastructure
Assess the time horizon of the investment manager’s offering vs. your/beneficiaries’ requirements
Assess the quality of investment policy and its reference to ESG
Assess the investment approach and how ESG objectives are implemented in the investment process
Review the manager’s firm-level vs. product-level approach to RI
Assess the ESG definitions to be used
Other
None of the above

ESG people/oversight

Assess ESG expertise of investment teams

Review the oversight and responsibilities of ESG implementation

Review how ESG implementation is incentivised

Review the manager’s RI-promotion efforts and engagement with the industry

Other

None of the above

LE

FI - SSA
FI - Corporate (financial)
FI - Corporate (non-financial)
Private equity
Property
Infrastructure
Assess ESG expertise of investment teams
Review the oversight and responsibilities of ESG implementation
Review how is ESG implementation enforced /ensured
Review the manager’s RI-promotion efforts and engagement with the industry
Other
None of the above

Process/portfolio construction/investment valuation

Review the process for ensuring the quality of the ESG data used

Review and agree the use of ESG data in the investment decision making process

Review and agree the impact of ESG analysis on investment decisions

Review and agree ESG objectives (e.g. risk reduction, return seeking, real-world impact)

Review and agree manager’s ESG risk framework

Review and agree ESG risk limits at athe portfolio level (portfolio construction) and other ESG objectives

Review how ESG materiality is evaluated by the manager

Review process for defining and communicating on ESG incidents

Review and agree ESG reporting frequency and detail

Other, specify

None of the above

LE

FI - SSA
FI - Corporate (financial)
FI - Corporate (non-financial)
Private equity
Property
Infrastructure
Review the process for ensuring the quality of the ESG data used
Review and agree the use of ESG data in the investment decision making process
Review and agree the impact of ESG analysis on investment decisions
Review and agree ESG objectives (e.g. risk reduction, return seeking, real-world impact)
Review and agree manager’s ESG risk framework
Review and agree ESG risk limits at athe portfolio level (portfolio construction) and other ESG objectives
Review how ESG materiality is evaluated by the manager
Review process for defining and communicating on ESG incidents
Review and agree ESG reporting frequency and detail
Other, specify
None of the above

02.3. Indicate the selection process and its ESG/RI components

02.4. When selecting external managers does your organisation set any of the following:

ESG performance development targets

ESG score

ESG weight

Real economy influence

Other RI considerations

None of the above

LE

FI - SSA
FI - Corporate (financial)
FI - Corporate (non-financial)
Private equity
Property
Infrastructure
ESG performance development targets
ESG score
ESG weight
Real world economy targets
Other RI considerations
None of the above

You selected an `Other` option in table SAM 02.4 above, please specify

E.g ability to comply with our policy for example on exclusion and our CO2-target

02.5. Describe how the ESG information reviewed and discussed affects the selection decision making process.[OPTIONAL]

          Regarding LE and FI: If a manager is not a PRI signatory we don't select them as our manager. If an existing manager scores badly in the 'planet' category of the PGGM Selection and Monitoring Framework (SMF), we engage with the External Manager in order to improve integration of ESG risks and opportunities. Combined with a low score in other categories, a low Planet score can be a reason for dismissal  
Regarding Private Real Estate: Regarding Private Real Estate:  
PGGM invests in a large number of real estate funds and joint ventures throughout the world. ESG considerations are fully integrated into the screening, selection and monitoring processes of real estate funds. Our real estate team seeks out suitable real estate investments throughout the world. Our objective: to achieve a sound and stable long-term return.   
We firmly believe that financial and social returns go hand in hand. We also believe that ESG factors influence the risk return profile of our investments. On the one hand, we therefore try to create value and on the other hand we try to reduce the risks associated with ESG factors. The following example illustrates our approach. In various locations throughout the world we invest in existing, somewhat older office buildings. We believe that we can add value by making these office buildings future-proof. This goes hand-in-hand with investments in the exterior and interior of the building. We want to significantly reduce energy use. Sometimes we are amazed how you can significantly reduce energy use with just simple measures.   
PGGM, as a shareholder in funds, also asks for attention to be devoted to the real estate portfolio’s sustainability. We insist on the need for having proper insight into the energy and water consumption of the buildings in which we invest. Only then is it possible to take sensible measures that reduce this consumption. Over the course of 2019, PGGM has increased its energy consumption and water consumption data coverage and is working hard towards more asset-level data.  
In shareholder meetings we challenge the management of real estate funds to set firm objectives in this area. We are now seeing real estate funds that are aiming to have a carbon-neutral footprint by 2030. However, we cannot make the world more sustainable by ourselves. This is why PGGM, in an industry context, works on sustainability reporting requirements for real estate funds through organizations such as INREV. The greater our insight, the better we can direct our efforts.  

PGGM also supports initiatives such as GRESB. The more parties provide insight into their sustainability performance, the better. This puts pressure on the entire market. Last year, 96 percent of the funds in which PGGM Private Real Estate has invested, took part in the study – the last four percent concerns maturing investments. As such the real estate funds selected by us comply with our requirement that they must report in GRESB terms, so that we have proper insight into the degree to which they integrate sustainability into their operations. Of our real estate funds, 95% (with a €12.7 billion real estate value) received a green star in the GRESB methodology. A green star in fact means that sustainability policy and management are good and that results are measured in terms of energy use, CO2 emissions, water consumption and waste management. 35% of our portfolio, 29% a year earlier, performs in the highest GRESB category. These real estate funds are in the upper twenty percent of the relative GRESB rankings.   
The most recent GRESB scores clearly indicate that the PGGM Private Real Estate investment portfolio structurally improved more than the benchmark. While the rest of the real estate world is taking steps towards increased sustainability - clearly indicated by GRESB for years - we are progressing faster. At the same time, the real estate portfolio managed by PGGM also shows a structural financial outperformance in relation to the index. In other words, our real estate yields relatively more financial return and has a relatively high degree of sustainability. While we need longer data series to be able to determine whether sustainability pays off financially, for us this is proof that financial return and sustainability (avoidance of CO2 production) can go hand-in hand. With this message we are engaging our real estate managers throughout the world.  


Regarding Private Equity: In the selection stage, we make an assessment of our investment partners to determine that ESG risks and opportunities will be treated appropriately and in line with our responsible investment strategies and beliefs. In order to integrate ESG into the investment process, the first step involves completion of the ESG questionnaire by the respective private equity deal team during the due diligence phase. This questionnaire, our ESG Integration Assessment, has seven questions drawing from the PRI’s Due Diligence Questionnaire. It includes metrics such as RI policy and responsibility in the fund, involvement in industry initiatives (i.e. UNPRI signatory), ESG integration in day-to-day activities, ESG monitoring, and ESG reporting, resulting in a score of 1 (worst) to 5 (best). The PGGM PE team uses the framework to score the GPs in the due diligence period before investment and then also for monitoring. The scoring of GPs is summarized within the final investment proposal (FIP), the document upon which the relevant Investment Committee(s) take a decision on whether or not to commit. During the deal team process, PE investment professionals, challenged by the Risk Analysis team and supported by the RI team when necessary, consider the ESG risks and opportunities of each investment. The PE Investment Committee is committed to showing an improvement in ESG implementation within the portfolio over time.  

With regard to Infrastructure, PGGM is mainly making direct investments, the PGGM fund investments are largely on a run-off path, hence new manager selections are currently made. The ESG assessment can have effect on the existing fund investments in case they exhibit severe underperformance, which is not the case.
        

SAM 03. Evaluating engagement and voting practices in manager selection (listed equity/fixed income) (Not Applicable)


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