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

Storebrand ASA

PRI reporting framework 2020

Export Public Responses

You are in Direct - Listed Equity Incorporation » ESG incorporation in passively managed listed equities

ESG incorporation in passively managed listed equities

LEI 11. ESG issues in index construction

11.1. Indicate if you manage passive listed equity funds that incorporate ESG factors in the index construction methodology.

11.2. Indicate the percentage of your total passive listed equity funds for which ESG factors are incorporated in the index construction methodology.

ESG incorporation in index construction methodology (% of total passive listed equity funds)

11.3. Specify index/fund name, provide a brief description of ESG methodology and indicate which of the following ESG incorporation strategies you apply.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

The screening criteria and process that applies to Storebrand's internally managed listed equity, applies to all of Storebrand's passively managed listed equity funds and portfolios. See questions LEI 06 and 07 for more information.

All SPP funds and the Plus fund family of funds are index near funds and have fossil free screening in addition to the Storebrand standard.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

P8103: SPP Traditional Life portfolio:

The average sustainability rating of the index portfolio is enhanced through systematic selection of companies with higher sustainability rating where possible. It is possible to achieve a 10% higher average sustainability score while keeping tracking error within acceptable levels for an index near portfolio. Implemented since March 2015.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

P982: Norway Traditional Life portfolio

See description of methodology over.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

P993: Norway Deposit Portfolio

See description of methodology over.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

All SPP funds

- fossil free funds. Exclude companies with over 5% revenue from production and/or distribution of fossil fuel

- optimised on sustainability rating (over benchmark)

- optimised on carbon footprint (significantly under benchmark)

- 5-10% portfolio invested in "global climate solutions" portfolio

Under 1 in tracking error.

See description of methodology over.

11.4. Additional information. [Optional]

          
        

Top